+80.5%
GM vs RCAT
+184.3%
-103.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -2.0% |
| 7D | -1.1% | -2.3% | +1.2% | -1.0% |
| 30D | -4.6% | -18.7% | +14.1% | -3.6% |
| 3M | +0.2% | -29.3% | +29.5% | +1.5% |
| 6M | +12.6% | -42.3% | +54.9% | +14.3% |
| YTD | +3.7% | +2.5% | +1.2% | +1.8% |
| 1Y | +45.6% | -5.7% | +51.3% | +41.8% |
| 3Y | +162.0% | +764.9% | -602.9% | +119.5% |
| 5Y | +80.5% | +182.3% | -101.8% | +54.5% |
| All | +80.5% | +184.3% | -103.8% | +54.5% |
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 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