+201.6%
CAT vs GPN
-28.6%
+230.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | -0.3% |
| 7D | +2.9% | -6.2% | +9.2% | +4.2% |
| 30D | -2.6% | +1.0% | -3.7% | -3.0% |
| 3M | -10.7% | +36.9% | -47.6% | -17.4% |
| 6M | +16.1% | +16.8% | -0.6% | +10.8% |
| YTD | +43.2% | +13.2% | +30.0% | +37.2% |
| 1Y | +96.8% | +1.4% | +95.4% | +94.0% |
| All | +201.6% | -28.6% | +230.2% | +225.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling