+502.4%
GFI vs RCAT
+182.3%
+320.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -4.9% | -4.9% | 0.0% | -4.7% |
| 30D | +10.7% | -22.9% | +33.6% | +11.6% |
| 3M | +25.6% | -33.7% | +59.3% | +26.8% |
| 6M | -8.3% | -50.7% | +42.5% | -7.2% |
| YTD | +6.3% | +0.4% | +5.9% | +6.6% |
| 1Y | +22.1% | -27.6% | +49.7% | +22.4% |
| 3Y | +289.2% | +753.2% | -464.0% | +294.2% |
| All | +502.4% | +182.3% | +320.1% | +506.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling