+3,464.9%
CAT vs GS
+1,690.5%
+1,774.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.8% | -6.9% |
| 7D | -17.1% | +0.3% | -17.4% | -17.3% |
| 30D | -30.1% | +3.9% | -34.0% | -31.4% |
| 3M | -32.4% | -11.4% | -20.9% | -28.6% |
| 6M | -32.1% | +3.7% | -35.8% | -33.5% |
| YTD | +4.1% | +7.1% | -3.0% | +0.5% |
| 1Y | +8.9% | +19.7% | -10.8% | 0.0% |
| 3Y | +155.5% | +202.8% | -47.4% | +53.4% |
| 5Y | +215.5% | +156.7% | +58.8% | +102.2% |
| 10Y | +788.9% | +548.7% | +240.2% | +277.4% |
| All | +3,464.9% | +1,690.5% | +1,774.4% | +814.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling