+21.7%
GPN vs RCAT
-59.1%
+80.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.3% | +8.4% | -1.5% |
| 7D | +15.0% | -18.5% | +33.5% | +16.0% |
| 30D | +16.9% | -37.0% | +53.9% | +19.5% |
| 3M | +9.2% | -54.9% | +64.0% | +13.4% |
| 6M | +34.7% | -63.6% | +98.4% | +41.2% |
| YTD | +25.4% | -49.6% | +74.9% | +30.2% |
| 1Y | +21.7% | -57.8% | +79.5% | +28.5% |
| All | +21.7% | -59.1% | +80.9% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling