+1,362.2%
GFI vs RCAT
-100.0%
+1,462.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.4% |
| 7D | +5.7% | +5.4% | +0.3% | +5.7% |
| 30D | +15.6% | -5.6% | +21.2% | +15.6% |
| 3M | +31.5% | -30.2% | +61.7% | +31.5% |
| 6M | -3.7% | -43.4% | +39.7% | -3.7% |
| YTD | +11.2% | +9.6% | +1.6% | +11.2% |
| 1Y | +36.4% | -2.0% | +38.4% | +36.4% |
| 3Y | +313.5% | +825.0% | -511.5% | +314.1% |
| 5Y | +528.0% | +199.8% | +328.2% | +528.8% |
| 10Y | +1,021.4% | -98.4% | +1,119.8% | +1,026.0% |
| All | +1,362.2% | -100.0% | +1,462.2% | +1,465.1% |
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