-29.3%
GFS vs RCAT
+63.2%
-92.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.8% |
| 7D | -5.3% | -5.6% | +0.3% | -5.0% |
| 30D | -15.8% | -27.0% | +11.2% | -14.1% |
| 3M | -18.6% | -57.9% | +39.3% | -13.9% |
| 6M | -45.0% | -59.4% | +14.4% | -42.1% |
| YTD | +16.8% | -46.9% | +63.7% | +19.5% |
| 1Y | +17.8% | -54.0% | +71.8% | +21.0% |
| 3Y | -21.5% | +378.4% | -399.9% | -34.8% |
| 5Y | -29.3% | +61.9% | -91.3% | -36.4% |
| All | -29.3% | +63.2% | -92.5% | -36.4% |
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