+4,999.9%
CAT vs GPN
+2,491.4%
+2,508.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.0% | +12.6% | +4.8% |
| 7D | +9.3% | -7.1% | +16.5% | +11.7% |
| 30D | -21.5% | +7.7% | -29.2% | -24.6% |
| 3M | -29.1% | -0.1% | -29.0% | -30.4% |
| 6M | -33.4% | +29.4% | -62.8% | -41.3% |
| YTD | +6.6% | +15.1% | -8.5% | -3.8% |
| 1Y | +6.5% | +15.4% | -8.9% | -4.0% |
| 3Y | +162.7% | -16.5% | +179.2% | +158.4% |
| 5Y | +214.2% | -29.6% | +243.8% | +219.5% |
| 10Y | +705.2% | +34.7% | +670.5% | +521.0% |
| All | +4,999.9% | +2,491.4% | +2,508.5% | +1,895.7% |
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