+12.6%
GFS vs RCAT
-56.7%
+69.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +18.6% | -12.4% | +3.5% |
| 7D | -7.8% | -12.7% | +4.9% | -6.4% |
| 30D | -19.7% | -34.3% | +14.7% | -15.7% |
| 3M | -23.1% | -53.4% | +30.3% | -16.2% |
| 6M | -46.4% | -62.0% | +15.6% | -40.7% |
| YTD | +11.0% | -49.1% | +60.1% | +16.3% |
| 1Y | +12.6% | -53.1% | +65.8% | +18.3% |
| All | +12.6% | -56.7% | +69.3% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling