+92.1%
CAT vs GPN
+4.0%
+88.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.2% |
| 7D | +0.6% | -3.5% | +4.1% | +0.4% |
| 30D | -4.5% | +3.1% | -7.7% | -4.4% |
| 3M | -5.8% | +42.3% | -48.1% | -5.1% |
| 6M | +12.7% | +20.9% | -8.1% | +12.5% |
| YTD | +41.4% | +15.2% | +26.2% | +41.3% |
| 1Y | +92.1% | +5.4% | +86.6% | +87.6% |
| All | +92.1% | +4.0% | +88.0% | +87.6% |
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