+94.3%
CAT vs GPC
+2.9%
+91.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +1.7% | +1.2% | +0.5% | +1.5% |
| 30D | -6.6% | +6.0% | -12.5% | -7.6% |
| 3M | -13.3% | +42.6% | -55.9% | -22.5% |
| 6M | +11.6% | +22.8% | -11.1% | +3.9% |
| YTD | +42.9% | +15.5% | +27.5% | +31.9% |
| All | +94.3% | +2.9% | +91.4% | +86.5% |
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