+3,093.2%
GLW vs CAT
+18,031.7%
-14,938.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | -13.9% | -10.3% | -3.6% | -8.8% |
| 30D | -35.0% | -31.2% | -3.8% | -21.4% |
| 3M | -32.4% | -34.7% | +2.3% | -15.6% |
| 6M | -41.3% | -39.5% | -1.9% | -22.2% |
| YTD | +21.8% | -1.7% | +23.5% | +29.6% |
| 1Y | +21.8% | -1.1% | +23.0% | +29.6% |
| 3Y | +307.7% | +143.9% | +163.8% | +179.4% |
| 5Y | +213.7% | +194.8% | +18.9% | +91.6% |
| 10Y | +509.3% | +739.8% | -230.5% | +128.1% |
| All | +3,093.2% | +18,031.7% | -14,938.5% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling