+326.0%
CAT vs GS
+185.3%
+140.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +1.7% | +0.9% | +0.8% | +1.1% |
| 30D | -6.6% | -1.6% | -5.0% | -5.7% |
| 3M | -13.3% | -4.5% | -8.8% | -11.1% |
| 6M | +11.6% | +20.9% | -9.3% | -1.6% |
| YTD | +42.9% | +19.9% | +23.1% | +26.2% |
| 1Y | +95.4% | +41.4% | +54.0% | +54.9% |
| 3Y | +196.6% | +239.2% | -42.6% | +32.5% |
| All | +326.0% | +185.3% | +140.7% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling