+331.3%
GLW vs CAT
+158.4%
+173.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -1.2% |
| 7D | -11.1% | -6.3% | -4.8% | -5.4% |
| 30D | -28.4% | -26.8% | -1.6% | -6.2% |
| 3M | -28.8% | -30.0% | +1.3% | -1.9% |
| 6M | -39.8% | -34.6% | -5.2% | -8.9% |
| YTD | +28.7% | +2.9% | +25.8% | +51.0% |
| 1Y | +27.7% | +3.3% | +24.4% | +50.0% |
| 3Y | +331.3% | +153.7% | +177.7% | +208.8% |
| All | +331.3% | +158.4% | +173.0% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling