+2,529.7%
GLW vs RCAT
-100.0%
+2,629.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +5.7% |
| 7D | +3.8% | -1.4% | +5.2% | +3.8% |
| 30D | -1.3% | -3.3% | +2.0% | -1.3% |
| 3M | -21.8% | -43.2% | +21.4% | -21.7% |
| 6M | +6.9% | -43.2% | +50.1% | +7.0% |
| YTD | +77.2% | +5.5% | +71.6% | +77.1% |
| 1Y | +123.2% | -1.6% | +124.9% | +123.1% |
| 3Y | +400.0% | +773.7% | -373.7% | +397.8% |
| 5Y | +342.8% | +187.6% | +155.2% | +341.1% |
| 10Y | +771.4% | -98.5% | +869.8% | +756.8% |
| All | +2,529.7% | -100.0% | +2,629.7% | +2,004.5% |
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