+236.7%
CAT vs GTLB
-50.0%
+286.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.0% | +9.2% | +7.4% |
| 7D | -2.4% | -9.6% | +7.2% | -1.7% |
| 30D | -25.0% | -14.5% | -10.5% | -24.2% |
| 3M | -28.7% | +20.9% | -49.6% | -29.8% |
| 6M | -33.0% | +81.4% | -114.4% | -36.4% |
| YTD | +5.4% | +25.6% | -20.1% | +2.8% |
| 1Y | +7.3% | +3.4% | +3.8% | +6.4% |
| 3Y | +166.0% | +8.9% | +157.1% | +158.9% |
| 5Y | +210.1% | -64.0% | +274.1% | +215.6% |
| All | +236.7% | -50.0% | +286.7% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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