+837.6%
GLW vs RCAT
-98.4%
+936.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.9% | +3.7% | +7.5% |
| 7D | +14.0% | +5.4% | +8.6% | +14.0% |
| 30D | +0.4% | -5.6% | +5.9% | +0.4% |
| 3M | -11.3% | -30.2% | +18.9% | -11.2% |
| 6M | +35.1% | -43.4% | +78.5% | +35.4% |
| YTD | +90.5% | +9.6% | +80.9% | +90.4% |
| 1Y | +132.0% | -2.0% | +134.0% | +131.8% |
| 3Y | +463.3% | +825.0% | -361.7% | +459.5% |
| 5Y | +382.5% | +199.8% | +182.7% | +379.5% |
| 10Y | +837.6% | -98.4% | +936.0% | +880.4% |
| All | +837.6% | -98.4% | +936.0% | +880.4% |
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