-1.1%
CAT vs GPC
+2.6%
-3.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -10.3% | +1.6% | -11.9% | -10.5% |
| 30D | -31.2% | -2.1% | -29.1% | -31.0% |
| 3M | -34.7% | -6.8% | -27.9% | -34.0% |
| 6M | -39.5% | +18.6% | -58.1% | -43.6% |
| YTD | -1.7% | +2.7% | -4.3% | -10.1% |
| 1Y | -1.1% | +1.8% | -2.9% | -6.6% |
| All | -1.1% | +2.6% | -3.7% | -6.6% |
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