+212.6%
GLW vs CAT
+181.1%
+31.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.0% |
| 7D | -13.9% | -10.3% | -3.6% | -6.6% |
| 30D | -35.0% | -31.2% | -3.8% | -15.1% |
| 3M | -32.4% | -34.7% | +2.3% | -7.7% |
| 6M | -41.3% | -39.5% | -1.9% | -13.3% |
| YTD | +21.8% | -1.7% | +23.5% | +41.1% |
| 1Y | +21.8% | -1.1% | +23.0% | +41.1% |
| 3Y | +307.7% | +143.9% | +163.8% | +204.8% |
| All | +212.6% | +181.1% | +31.5% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling