+17,564.5%
CAT vs GPC
+2,100.6%
+15,463.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -5.4% |
| 7D | -14.5% | +1.7% | -16.2% | -15.4% |
| 30D | -35.7% | -2.3% | -33.4% | -35.2% |
| 3M | -36.3% | -4.5% | -31.8% | -35.1% |
| 6M | -38.5% | +21.6% | -60.1% | -47.1% |
| YTD | -2.5% | +4.0% | -6.6% | -9.0% |
| 1Y | -1.9% | +3.5% | -5.4% | -8.3% |
| 3Y | +139.2% | +2.1% | +137.1% | +114.7% |
| 5Y | +192.1% | +5.5% | +186.7% | +152.2% |
| 10Y | +732.3% | +90.7% | +641.5% | +361.3% |
| All | +17,564.5% | +2,100.6% | +15,463.9% | +2,552.4% |
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