+356.5%
CAT vs GTLB
-47.1%
+403.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.6% |
| 7D | +1.7% | +11.1% | -9.3% | +0.9% |
| 30D | -6.6% | +37.8% | -44.4% | -8.9% |
| 3M | -13.3% | +61.6% | -74.9% | -16.6% |
| 6M | +11.6% | +98.9% | -87.3% | +4.8% |
| YTD | +42.9% | +32.8% | +10.2% | +38.9% |
| 1Y | +95.4% | +14.7% | +80.8% | +92.0% |
| 3Y | +196.6% | +1.3% | +195.2% | +189.8% |
| All | +356.5% | -47.1% | +403.6% | +345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling