+97.2%
GD vs RCAT
+183.7%
-86.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.7% |
| 7D | -5.3% | -1.4% | -3.8% | -5.2% |
| 30D | -6.4% | -3.3% | -3.1% | -6.4% |
| 3M | +5.7% | -43.2% | +48.9% | +6.8% |
| 6M | -0.9% | -43.2% | +42.2% | -0.3% |
| YTD | +8.2% | +5.5% | +2.6% | +7.4% |
| 1Y | +13.4% | -1.6% | +15.1% | +12.5% |
| 3Y | +68.5% | +773.7% | -705.2% | +60.7% |
| All | +97.2% | +183.7% | -86.5% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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