+4,953.2%
CAT vs GRMN
+6,890.4%
-1,937.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -10.3% | +4.7% | -15.0% | -11.8% |
| 30D | -31.2% | +3.4% | -34.6% | -32.3% |
| 3M | -34.7% | -5.0% | -29.6% | -34.0% |
| 6M | -39.5% | +18.6% | -58.1% | -43.7% |
| YTD | -1.7% | +42.5% | -44.2% | -14.0% |
| 1Y | -1.1% | +42.3% | -43.4% | -13.5% |
| 3Y | +143.9% | +158.5% | -14.6% | +69.7% |
| 5Y | +194.8% | +123.6% | +71.2% | +112.9% |
| 10Y | +739.8% | +682.5% | +57.3% | +313.4% |
| All | +4,953.2% | +6,890.4% | -1,937.3% | +1,250.3% |
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