-7.8%
GFS vs RCAT
+37.6%
-45.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.7% | +0.1% |
| 7D | +17.2% | +15.6% | +1.7% | +15.8% |
| 30D | -8.7% | -24.1% | +15.4% | -7.1% |
| 3M | -19.7% | -61.9% | +42.2% | -14.4% |
| 6M | -40.7% | -64.3% | +23.6% | -37.0% |
| YTD | +22.5% | -50.4% | +72.9% | +26.0% |
| 1Y | +25.2% | -54.0% | +79.3% | +28.8% |
| 3Y | -17.7% | +347.2% | -364.8% | -31.1% |
| 5Y | -23.5% | +45.7% | -69.3% | -31.2% |
| All | -7.8% | +37.6% | -45.4% | -16.8% |
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