+688.6%
CAT vs GPC
+74.9%
+613.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +7.4% | +0.4% | +7.0% | +7.3% |
| 30D | -19.7% | -6.3% | -13.4% | -17.3% |
| 3M | -29.6% | -8.2% | -21.4% | -27.0% |
| 6M | -33.2% | +27.1% | -60.3% | -42.4% |
| YTD | +5.7% | +3.1% | +2.5% | +0.3% |
| 1Y | +9.3% | +0.1% | +9.3% | +5.4% |
| 3Y | +158.3% | +0.2% | +158.1% | +138.1% |
| 5Y | +211.6% | +4.9% | +206.7% | +175.3% |
| All | +688.6% | +74.9% | +613.7% | +415.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling