+143.9%
CAT vs GTLB
+12.7%
+131.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | -10.3% | -11.1% | +0.8% | -9.4% |
| 30D | -31.2% | -7.5% | -23.7% | -30.7% |
| 3M | -34.7% | +34.8% | -69.4% | -36.4% |
| 6M | -39.5% | +98.0% | -137.5% | -43.8% |
| YTD | -1.7% | +28.1% | -29.8% | -3.3% |
| 1Y | -1.1% | +5.6% | -6.7% | +0.1% |
| 3Y | +143.9% | +15.9% | +127.9% | +141.4% |
| All | +143.9% | +12.7% | +131.1% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling