+204.1%
GIS vs RCAT
-100.0%
+304.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.3% | +6.3% | -2.0% |
| 7D | -8.1% | +15.6% | -23.6% | -8.1% |
| 30D | +5.3% | -24.1% | +29.4% | +5.3% |
| 3M | -10.5% | -61.9% | +51.3% | -10.5% |
| 6M | +1.8% | -64.3% | +66.1% | +1.8% |
| YTD | -22.9% | -50.4% | +27.4% | -22.9% |
| 1Y | -22.9% | -54.0% | +31.1% | -22.9% |
| 3Y | -40.5% | +347.2% | -387.7% | -40.6% |
| 5Y | -34.9% | +45.7% | -80.6% | -35.0% |
| 10Y | -19.0% | -99.7% | +80.8% | -19.1% |
| All | +204.1% | -100.0% | +304.1% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling