+542.4%
GLW vs CAT
+725.4%
-183.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.2% | +2.0% | +4.3% |
| 7D | -5.9% | -2.4% | -3.5% | -3.8% |
| 30D | -26.0% | -25.0% | -1.0% | -9.6% |
| 3M | -29.9% | -28.7% | -1.2% | -10.6% |
| 6M | -37.8% | -33.0% | -4.8% | -14.8% |
| YTD | +33.1% | +5.4% | +27.7% | +40.3% |
| 1Y | +36.8% | +7.3% | +29.6% | +43.1% |
| 3Y | +356.1% | +166.0% | +190.0% | +170.7% |
| 5Y | +243.8% | +210.1% | +33.7% | +77.2% |
| 10Y | +542.4% | +712.5% | -170.1% | +85.5% |
| All | +542.4% | +725.4% | -183.0% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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