+1,010.9%
GFI vs RCAT
-98.5%
+1,109.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -4.9% | -4.9% | 0.0% | -4.8% |
| 30D | +10.7% | -22.9% | +33.6% | +10.8% |
| 3M | +25.6% | -33.7% | +59.3% | +25.7% |
| 6M | -8.3% | -50.7% | +42.5% | -8.2% |
| YTD | +6.3% | +0.4% | +5.9% | +6.3% |
| 1Y | +22.1% | -27.6% | +49.7% | +22.1% |
| 3Y | +289.2% | +753.2% | -464.0% | +289.2% |
| 5Y | +531.7% | +183.3% | +348.4% | +531.8% |
| All | +1,010.9% | -98.5% | +1,109.4% | +996.6% |
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