+725.3%
CAT vs GS
+494.8%
+230.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -10.3% | -3.2% | -7.1% | -8.6% |
| 30D | -31.2% | -2.4% | -28.8% | -30.2% |
| 3M | -34.7% | -15.7% | -18.9% | -27.3% |
| 6M | -39.5% | -6.8% | -32.7% | -37.3% |
| YTD | -1.7% | -0.1% | -1.6% | -2.7% |
| 1Y | -1.1% | +12.1% | -13.2% | -9.1% |
| 3Y | +143.9% | +185.8% | -41.9% | +21.4% |
| 5Y | +194.8% | +140.1% | +54.7% | +60.6% |
| All | +725.3% | +494.8% | +230.5% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling