+521.8%
GLW vs RCAT
-99.6%
+621.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -3.2% |
| 7D | -11.1% | -5.6% | -5.5% | -11.1% |
| 30D | -28.4% | -27.0% | -1.4% | -28.3% |
| 3M | -28.8% | -57.9% | +29.1% | -28.4% |
| 6M | -39.8% | -59.4% | +19.6% | -39.5% |
| YTD | +28.7% | -46.9% | +75.6% | +29.2% |
| 1Y | +27.7% | -54.0% | +81.8% | +28.2% |
| 3Y | +331.3% | +378.4% | -47.1% | +330.5% |
| 5Y | +233.4% | +61.9% | +171.5% | +233.0% |
| 10Y | +521.8% | -99.6% | +621.4% | +555.9% |
| All | +521.8% | -99.6% | +621.4% | +555.9% |
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