+4,957.1%
CAT vs GPN
+2,600.4%
+2,356.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -2.3% |
| 7D | +7.4% | -5.6% | +13.1% | +9.1% |
| 30D | -19.7% | +13.6% | -33.3% | -24.3% |
| 3M | -29.6% | -2.8% | -26.8% | -30.1% |
| 6M | -33.2% | +38.1% | -71.3% | -42.5% |
| YTD | +5.7% | +19.9% | -14.3% | -6.0% |
| 1Y | +9.3% | +23.4% | -14.1% | -3.9% |
| 3Y | +158.3% | -12.6% | +171.0% | +149.9% |
| 5Y | +211.6% | -26.6% | +238.2% | +212.1% |
| 10Y | +698.5% | +40.4% | +658.1% | +506.6% |
| All | +4,957.1% | +2,600.4% | +2,356.7% | +1,849.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling