+1,123.7%
CAT vs GPN
+28.6%
+1,095.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.9% |
| 7D | +0.6% | -3.5% | +4.1% | +1.8% |
| 30D | -4.5% | +3.1% | -7.7% | -5.9% |
| 3M | -5.8% | +42.3% | -48.1% | -18.6% |
| 6M | +12.7% | +20.9% | -8.1% | +2.7% |
| YTD | +41.4% | +15.2% | +26.2% | +29.5% |
| 1Y | +92.1% | +5.4% | +86.6% | +80.8% |
| 3Y | +197.5% | -27.4% | +224.8% | +217.6% |
| 5Y | +327.9% | -44.2% | +372.1% | +394.8% |
| All | +1,123.7% | +28.6% | +1,095.2% | +949.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling