+25,808.1%
CAT vs GPC
+2,341.8%
+23,466.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.0% |
| 30D | -6.6% | +6.0% | -12.5% | -9.9% |
| 3M | -13.3% | +42.6% | -55.9% | -31.6% |
| 6M | +11.6% | +22.8% | -11.1% | -3.9% |
| YTD | +42.9% | +15.5% | +27.5% | +26.2% |
| 1Y | +95.4% | +2.0% | +93.4% | +85.6% |
| 3Y | +196.6% | -1.4% | +198.0% | +173.5% |
| 5Y | +321.7% | +30.6% | +291.1% | +220.5% |
| 10Y | +1,140.8% | +80.6% | +1,060.2% | +621.4% |
| All | +25,808.1% | +2,341.8% | +23,466.3% | +3,581.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling