+25.7%
GPN vs RCAT
-98.5%
+124.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | -3.5% | -5.4% | +1.9% | -3.5% |
| 30D | +3.1% | -24.2% | +27.3% | +3.4% |
| 3M | +42.3% | -25.8% | +68.1% | +42.6% |
| 6M | +20.9% | -44.9% | +65.8% | +21.3% |
| YTD | +15.2% | +1.9% | +13.3% | +14.8% |
| 1Y | +5.4% | -5.2% | +10.6% | +5.0% |
| 3Y | -27.4% | +759.6% | -787.0% | -29.5% |
| 5Y | -44.2% | +187.5% | -231.7% | -45.6% |
| All | +25.7% | -98.5% | +124.2% | +23.5% |
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 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