-17.3%
GIS vs RCAT
-99.7%
+82.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -4.6% | +7.2% | -11.8% | -4.6% |
| 30D | +6.6% | -20.4% | +27.0% | +6.6% |
| 3M | -8.1% | -59.8% | +51.7% | -8.0% |
| 6M | +4.9% | -61.9% | +66.8% | +5.0% |
| YTD | -21.4% | -45.9% | +24.5% | -21.4% |
| 1Y | -21.6% | -50.5% | +28.9% | -21.6% |
| 3Y | -39.3% | +387.5% | -426.8% | -39.8% |
| 5Y | -33.2% | +70.9% | -104.1% | -33.6% |
| 10Y | -17.3% | -99.7% | +82.4% | -19.4% |
| All | -17.3% | -99.7% | +82.4% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling