+239.5%
GM vs RCAT
-99.9%
+339.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | -0.2% | -5.9% | +5.8% | -0.2% |
| 30D | +3.6% | -19.7% | +23.2% | +3.6% |
| 3M | -0.2% | -62.9% | +62.6% | +0.1% |
| 6M | +13.9% | -59.6% | +73.5% | +14.3% |
| YTD | +6.5% | -52.1% | +58.5% | +6.6% |
| 1Y | +20.7% | -50.9% | +71.6% | +20.8% |
| 3Y | +229.5% | +333.8% | -104.3% | +226.2% |
| 5Y | +41.5% | +40.7% | +0.8% | +40.3% |
| 10Y | +204.8% | -99.8% | +304.6% | +198.0% |
| All | +239.5% | -99.9% | +339.4% | +248.8% |
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