+8.9%
CAT vs GPN
+20.6%
-11.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -5.4% |
| 7D | -17.1% | +15.0% | -32.1% | -16.1% |
| 30D | -30.1% | +16.9% | -47.0% | -29.2% |
| 3M | -32.4% | +9.2% | -41.6% | -31.7% |
| 6M | -32.1% | +34.7% | -66.8% | -31.9% |
| YTD | +4.1% | +25.4% | -21.3% | +6.1% |
| 1Y | +8.9% | +21.7% | -12.8% | +11.3% |
| All | +8.9% | +20.6% | -11.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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