+207.3%
CAT vs GPC
+7.2%
+200.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.1% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -26.8% | -1.8% | -25.0% | -26.5% |
| 3M | -30.0% | -6.6% | -23.5% | -28.5% |
| 6M | -34.6% | +21.3% | -55.9% | -41.1% |
| YTD | +2.9% | +4.3% | -1.4% | -2.0% |
| 1Y | +3.3% | +3.3% | 0.0% | -1.3% |
| 3Y | +153.7% | +0.8% | +152.9% | +133.4% |
| 5Y | +207.3% | +7.4% | +199.9% | +162.7% |
| All | +207.3% | +7.2% | +200.1% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling