+361.2%
CAT vs GTLB
-50.0%
+411.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.4% |
| 7D | +5.6% | +4.6% | +1.0% | +5.2% |
| 30D | -2.3% | +21.0% | -23.3% | -3.8% |
| 3M | -10.0% | +51.7% | -61.7% | -13.1% |
| 6M | +21.2% | +89.3% | -68.0% | +14.3% |
| YTD | +44.4% | +25.6% | +18.8% | +40.9% |
| 1Y | +96.3% | -1.5% | +97.8% | +95.4% |
| 3Y | +203.9% | -9.9% | +213.8% | +199.3% |
| All | +361.2% | -50.0% | +411.2% | +352.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling