-34.6%
GIS vs RCAT
+796.4%
-831.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -1.5% |
| 7D | -8.3% | +5.4% | -13.7% | -8.2% |
| 30D | +2.2% | -5.6% | +7.8% | +2.1% |
| 3M | +15.7% | -30.2% | +45.9% | +15.4% |
| 6M | -12.0% | -43.4% | +31.4% | -12.3% |
| YTD | -15.0% | +9.6% | -24.6% | -14.4% |
| 1Y | -20.1% | -2.0% | -18.1% | -19.6% |
| 3Y | -34.6% | +825.0% | -859.6% | -31.9% |
| All | -34.6% | +796.4% | -831.0% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling