+1,496.0%
GD vs RCAT
-100.0%
+1,596.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.8% |
| 7D | -5.3% | -1.4% | -3.8% | -5.3% |
| 30D | -6.4% | -3.3% | -3.1% | -6.4% |
| 3M | +5.7% | -43.2% | +48.9% | +5.8% |
| 6M | -0.9% | -43.2% | +42.2% | -0.9% |
| YTD | +8.2% | +5.5% | +2.6% | +8.1% |
| 1Y | +13.4% | -1.6% | +15.1% | +13.4% |
| 3Y | +68.5% | +773.7% | -705.2% | +67.8% |
| 5Y | +97.2% | +187.6% | -90.5% | +96.4% |
| 10Y | +190.2% | -98.5% | +288.6% | +186.5% |
| All | +1,496.0% | -100.0% | +1,596.0% | +1,413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling