+294.2%
GFI vs RCAT
+733.0%
-438.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -5.1% | -5.4% | +0.2% | -4.9% |
| 30D | +13.4% | -24.2% | +37.6% | +15.0% |
| 3M | +36.2% | -25.8% | +62.1% | +37.8% |
| 6M | -9.8% | -44.9% | +35.1% | -8.2% |
| YTD | +7.7% | +1.9% | +5.8% | +7.6% |
| 1Y | +27.2% | -5.2% | +32.4% | +27.1% |
| All | +294.2% | +733.0% | -438.8% | +268.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling