+3,273.8%
GLW vs CAT
+18,873.7%
-15,599.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.1% |
| 7D | -11.1% | -6.3% | -4.8% | -7.7% |
| 30D | -28.4% | -26.8% | -1.6% | -16.1% |
| 3M | -28.8% | -30.0% | +1.3% | -14.0% |
| 6M | -39.8% | -34.6% | -5.2% | -23.1% |
| YTD | +28.7% | +2.9% | +25.8% | +34.1% |
| 1Y | +27.7% | +3.3% | +24.4% | +33.0% |
| 3Y | +331.3% | +153.7% | +177.7% | +190.1% |
| 5Y | +233.4% | +207.3% | +26.2% | +99.8% |
| 10Y | +521.8% | +674.0% | -152.2% | +141.2% |
| All | +3,273.8% | +18,873.7% | -15,599.9% | +274.9% |
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