-12.3%
GFS vs RCAT
+57.3%
-69.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.4% | -6.5% | +4.0% |
| 7D | -3.1% | +1.1% | -4.3% | -3.3% |
| 30D | -16.0% | -22.0% | +6.0% | -14.7% |
| 3M | -24.7% | -51.1% | +26.4% | -21.2% |
| 6M | -45.1% | -56.6% | +11.5% | -42.5% |
| YTD | +16.5% | -43.3% | +59.7% | +18.6% |
| 1Y | +19.3% | -51.5% | +70.8% | +22.1% |
| 3Y | -20.0% | +411.4% | -431.3% | -33.7% |
| 5Y | -32.0% | +74.4% | -106.4% | -39.7% |
| All | -12.3% | +57.3% | -69.7% | -21.7% |
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