+7,245.1%
CAT vs GRMN
+6,655.2%
+589.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | -2.9% | +4.6% | +2.7% |
| 30D | -6.6% | -8.4% | +1.9% | -3.9% |
| 3M | -13.3% | +15.0% | -28.3% | -18.0% |
| 6M | +11.6% | +11.2% | +0.4% | +6.6% |
| YTD | +42.9% | +37.7% | +5.2% | +27.1% |
| 1Y | +95.4% | +18.5% | +77.0% | +81.1% |
| 3Y | +196.6% | +175.8% | +20.8% | +102.7% |
| 5Y | +321.7% | +75.1% | +246.6% | +230.3% |
| 10Y | +1,140.8% | +637.0% | +503.8% | +525.3% |
| All | +7,245.1% | +6,655.2% | +589.9% | +1,895.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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