+6,741.8%
CAT vs GPN
+2,611.5%
+4,130.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | -6.6% | +5.8% | -12.3% | -8.6% |
| 3M | -13.3% | +37.0% | -50.3% | -23.7% |
| 6M | +11.6% | +20.1% | -8.5% | +2.1% |
| YTD | +42.9% | +20.4% | +22.5% | +29.1% |
| 1Y | +95.4% | +7.4% | +88.0% | +82.8% |
| 3Y | +196.6% | -26.1% | +222.7% | +210.8% |
| 5Y | +321.7% | -38.5% | +360.2% | +356.8% |
| 10Y | +1,140.8% | +28.4% | +1,112.4% | +889.0% |
| All | +6,741.8% | +2,611.5% | +4,130.2% | +2,577.0% |
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 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