+244.0%
GLW vs CAT
+214.1%
+29.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | +15.5% | +9.3% | +6.2% | +8.6% |
| 30D | -19.6% | -21.5% | +1.9% | -4.2% |
| 3M | -28.5% | -29.1% | +0.6% | -7.8% |
| 6M | -39.5% | -33.4% | -6.2% | -16.2% |
| YTD | +37.2% | +6.6% | +30.6% | +50.3% |
| 1Y | +35.4% | +6.5% | +28.9% | +48.7% |
| 3Y | +359.7% | +162.7% | +197.0% | +225.9% |
| 5Y | +244.0% | +214.2% | +29.8% | +115.1% |
| All | +244.0% | +214.1% | +29.9% | +115.1% |
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