+1,490.2%
GD vs RCAT
-100.0%
+1,590.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.9% | +12.5% | -2.3% |
| 7D | -3.9% | -32.6% | +28.7% | -3.9% |
| 30D | +8.1% | -46.3% | +54.4% | +8.2% |
| 3M | -6.8% | -60.7% | +53.9% | -6.7% |
| 6M | +3.0% | -67.4% | +70.4% | +3.1% |
| YTD | +7.8% | -57.1% | +64.8% | +7.8% |
| 1Y | +5.8% | -63.8% | +69.6% | +5.9% |
| 3Y | +55.3% | +268.1% | -212.8% | +54.8% |
| 5Y | +96.7% | +25.2% | +71.5% | +96.2% |
| 10Y | +195.4% | -99.7% | +295.1% | +192.0% |
| All | +1,490.2% | -100.0% | +1,590.2% | +1,409.7% |
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