-21.6%
GIS vs RCAT
-51.9%
+30.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.0% |
| 7D | -4.6% | +7.2% | -11.8% | -3.9% |
| 30D | +6.6% | -20.4% | +27.0% | +6.0% |
| 3M | -8.1% | -59.8% | +51.7% | -11.1% |
| 6M | +4.9% | -61.9% | +66.8% | +2.0% |
| YTD | -21.4% | -45.9% | +24.5% | -20.0% |
| 1Y | -21.6% | -50.5% | +28.9% | -20.0% |
| All | -21.6% | -51.9% | +30.2% | -20.0% |
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