+162.4%
GE vs RCAT
-99.6%
+261.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.4% | -7.6% | +3.7% |
| 7D | +6.3% | +1.1% | +5.1% | +6.2% |
| 30D | +8.9% | -22.0% | +30.9% | +9.0% |
| 3M | -9.2% | -51.1% | +41.9% | -8.9% |
| 6M | +13.2% | -56.6% | +69.8% | +13.6% |
| YTD | +9.4% | -43.3% | +52.6% | +9.5% |
| 1Y | +9.8% | -51.5% | +61.3% | +9.9% |
| 3Y | +278.2% | +411.4% | -133.2% | +274.0% |
| 5Y | +396.0% | +74.4% | +321.6% | +391.3% |
| 10Y | +162.4% | -99.6% | +261.9% | +165.6% |
| All | +162.4% | -99.6% | +261.9% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling