+8.9%
CAT vs GPC
+6.5%
+2.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -5.5% |
| 7D | -17.1% | +4.1% | -21.2% | -17.7% |
| 30D | -30.1% | +0.1% | -30.2% | -30.2% |
| 3M | -32.4% | -3.9% | -28.5% | -32.0% |
| 6M | -32.1% | +24.4% | -56.5% | -37.6% |
| YTD | +4.1% | +5.7% | -1.6% | -5.7% |
| 1Y | +8.9% | +6.8% | +2.1% | +1.7% |
| All | +8.9% | +6.5% | +2.4% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling