+9.3%
CAT vs GPC
-0.7%
+10.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | +0.4% | +7.0% | +7.4% |
| 30D | -19.7% | -6.3% | -13.4% | -18.8% |
| 3M | -29.6% | -8.2% | -21.4% | -28.6% |
| 6M | -33.2% | +27.1% | -60.3% | -39.5% |
| YTD | +5.7% | +3.1% | +2.5% | -4.7% |
| 1Y | +9.3% | +0.1% | +9.3% | +0.5% |
| All | +9.3% | -0.7% | +10.1% | +0.5% |
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