-34.7%
GFS vs RCAT
+46.9%
-81.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +18.6% | -12.4% | +4.8% |
| 7D | -7.8% | -12.7% | +4.9% | -7.0% |
| 30D | -19.7% | -34.3% | +14.7% | -17.4% |
| 3M | -23.1% | -53.4% | +30.3% | -19.2% |
| 6M | -46.4% | -62.0% | +15.6% | -43.3% |
| YTD | +11.0% | -49.1% | +60.1% | +14.0% |
| 1Y | +12.6% | -53.1% | +65.8% | +15.7% |
| 3Y | -24.9% | +318.7% | -343.6% | -36.9% |
| All | -34.7% | +46.9% | -81.6% | -41.5% |
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