-17.4%
GIS vs RCAT
-59.1%
+41.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.3% | +15.5% | +4.6% |
| 7D | +8.5% | -18.5% | +27.0% | +7.4% |
| 30D | +15.3% | -37.0% | +52.3% | +13.1% |
| 3M | +0.9% | -54.9% | +55.8% | -2.1% |
| 6M | +7.9% | -63.6% | +71.6% | +4.5% |
| YTD | -17.6% | -49.6% | +32.0% | -17.4% |
| 1Y | -17.4% | -57.8% | +40.4% | -17.0% |
| All | -17.4% | -59.1% | +41.8% | -17.0% |
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