+342.1%
GLW vs CAT
+322.3%
+19.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.5% |
| 7D | +3.8% | +1.7% | +2.1% | +2.6% |
| 30D | -1.3% | -6.6% | +5.2% | +3.6% |
| 3M | -21.8% | -13.3% | -8.5% | -11.6% |
| 6M | +6.9% | +11.6% | -4.7% | +6.1% |
| YTD | +77.2% | +42.9% | +34.2% | +56.1% |
| 1Y | +123.2% | +95.4% | +27.8% | +70.1% |
| 3Y | +400.0% | +196.6% | +203.4% | +206.9% |
| All | +342.1% | +322.3% | +19.8% | +118.6% |
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