-50.7%
GFS vs RCAT
-69.1%
+18.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -14.9% | +5.0% | -6.6% |
| 7D | -20.7% | -32.6% | +11.9% | -13.9% |
| 30D | -25.2% | -46.3% | +21.1% | -15.8% |
| 3M | -26.3% | -60.7% | +34.4% | -12.5% |
| 6M | -50.7% | -67.4% | +16.7% | -38.1% |
| All | -50.7% | -69.1% | +18.4% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling