+554.2%
GLW vs RCAT
-99.8%
+654.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.5% | -0.7% |
| 7D | +15.5% | +15.6% | 0.0% | +15.4% |
| 30D | -19.6% | -24.1% | +4.6% | -19.4% |
| 3M | -28.5% | -61.9% | +33.4% | -28.1% |
| 6M | -39.5% | -64.3% | +24.8% | -39.2% |
| YTD | +37.2% | -50.4% | +87.6% | +37.8% |
| 1Y | +35.4% | -54.0% | +89.5% | +36.0% |
| 3Y | +359.7% | +347.2% | +12.5% | +359.1% |
| 5Y | +244.0% | +45.7% | +198.3% | +243.7% |
| All | +554.2% | -99.8% | +654.0% | +603.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling