+21.8%
GLW vs RCAT
-56.7%
+78.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +18.6% | -16.0% | -1.7% |
| 7D | -13.9% | -12.7% | -1.2% | -11.5% |
| 30D | -35.0% | -34.3% | -0.7% | -29.1% |
| 3M | -32.4% | -53.4% | +21.1% | -21.3% |
| 6M | -41.3% | -62.0% | +20.6% | -30.3% |
| YTD | +21.8% | -49.1% | +70.9% | +34.2% |
| 1Y | +21.8% | -53.1% | +75.0% | +35.4% |
| All | +21.8% | -56.7% | +78.5% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling