+11.6%
CAT vs GTLB
+111.1%
-99.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.9% |
| 7D | +1.7% | +11.1% | -9.3% | +3.8% |
| 30D | -6.6% | +37.8% | -44.4% | 0.0% |
| 3M | -13.3% | +61.6% | -74.9% | -2.9% |
| 6M | +11.6% | +98.9% | -87.3% | +34.0% |
| All | +11.6% | +111.1% | -99.5% | +34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling