+339.2%
GLW vs CAT
+161.3%
+177.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.6% |
| 7D | +7.7% | +7.4% | +0.3% | +1.4% |
| 30D | -18.8% | -19.7% | +0.8% | -1.7% |
| 3M | -27.7% | -29.6% | +1.9% | -1.1% |
| 6M | -44.4% | -33.2% | -11.2% | -17.6% |
| YTD | +31.3% | +5.7% | +25.6% | +50.6% |
| 1Y | +40.0% | +9.3% | +30.7% | +58.2% |
| 3Y | +339.2% | +158.3% | +180.9% | +208.8% |
| All | +339.2% | +161.3% | +177.9% | +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