+46.6%
GPN vs RCAT
-99.8%
+146.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +4.2% |
| 7D | -5.6% | -5.9% | +0.3% | -5.6% |
| 30D | +13.6% | -19.7% | +33.3% | +13.8% |
| 3M | -2.8% | -62.9% | +60.0% | -1.9% |
| 6M | +38.1% | -59.6% | +97.6% | +39.0% |
| YTD | +19.9% | -52.1% | +72.0% | +20.3% |
| 1Y | +23.4% | -50.9% | +74.3% | +23.7% |
| 3Y | -12.6% | +333.8% | -346.4% | -14.7% |
| 5Y | -26.6% | +40.7% | -67.3% | -28.1% |
| All | +46.6% | -99.8% | +146.4% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling