+342.1%
GLW vs RCAT
+183.7%
+158.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +5.8% |
| 7D | +3.8% | -1.4% | +5.2% | +3.9% |
| 30D | -1.3% | -3.3% | +2.0% | -1.2% |
| 3M | -21.8% | -43.2% | +21.4% | -19.1% |
| 6M | +6.9% | -43.2% | +50.1% | +9.6% |
| YTD | +77.2% | +5.5% | +71.6% | +74.9% |
| 1Y | +123.2% | -1.6% | +124.9% | +119.6% |
| 3Y | +400.0% | +773.7% | -373.7% | +343.8% |
| All | +342.1% | +183.7% | +158.4% | +299.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling