+362.7%
GLW vs RCAT
+387.5%
-24.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +7.2% |
| 7D | +1.4% | +7.2% | -5.8% | +0.7% |
| 30D | -18.2% | -20.4% | +2.2% | -16.5% |
| 3M | -24.2% | -59.8% | +35.6% | -17.9% |
| 6M | -41.7% | -61.9% | +20.1% | -37.2% |
| YTD | +38.3% | -45.9% | +84.2% | +44.8% |
| 1Y | +38.2% | -50.5% | +88.7% | +45.0% |
| All | +362.7% | +387.5% | -24.8% | +367.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling