+1,708.7%
GLW vs RCAT
-100.0%
+1,808.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +18.6% | -16.0% | +2.6% |
| 7D | -13.9% | -12.7% | -1.2% | -13.9% |
| 30D | -35.0% | -34.3% | -0.7% | -34.9% |
| 3M | -32.4% | -53.4% | +21.1% | -32.2% |
| 6M | -41.3% | -62.0% | +20.6% | -41.2% |
| YTD | +21.8% | -49.1% | +70.9% | +22.0% |
| 1Y | +21.8% | -53.1% | +75.0% | +22.0% |
| 3Y | +307.7% | +318.7% | -11.0% | +306.6% |
| 5Y | +213.7% | +48.5% | +165.2% | +213.0% |
| 10Y | +509.3% | -99.6% | +608.9% | +500.5% |
| All | +1,708.7% | -100.0% | +1,808.7% | +1,349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling