+240.2%
CAT vs GTLB
-49.8%
+290.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +9.3% | -3.5% | +12.8% | +9.6% |
| 30D | -21.5% | -9.0% | -12.5% | -20.9% |
| 3M | -29.1% | +15.9% | -44.9% | -30.0% |
| 6M | -33.4% | +104.9% | -138.2% | -37.4% |
| YTD | +6.6% | +26.0% | -19.4% | +3.9% |
| 1Y | +6.5% | +1.8% | +4.7% | +5.8% |
| 3Y | +162.7% | +6.0% | +156.7% | +156.1% |
| 5Y | +214.2% | -62.2% | +276.4% | +217.6% |
| All | +240.2% | -49.8% | +290.1% | +233.3% |
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