-22.9%
GIS vs RCAT
+184.3%
-207.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.7% |
| 7D | -8.6% | -2.3% | -6.3% | -8.6% |
| 30D | -0.5% | -18.7% | +18.2% | -0.6% |
| 3M | +11.9% | -29.3% | +41.2% | +11.7% |
| 6M | -11.6% | -42.3% | +30.7% | -11.8% |
| YTD | -16.3% | +2.5% | -18.8% | -16.1% |
| 1Y | -21.8% | -5.7% | -16.1% | -21.6% |
| 3Y | -35.7% | +764.9% | -800.5% | -35.5% |
| 5Y | -22.9% | +182.3% | -205.2% | -22.7% |
| All | -22.9% | +184.3% | -207.1% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling