-28.2%
GPN vs RCAT
+738.1%
-766.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -2.3% |
| 7D | -6.2% | -2.3% | -4.0% | -6.1% |
| 30D | +1.0% | -18.7% | +19.7% | +2.0% |
| 3M | +36.9% | -29.3% | +66.2% | +38.7% |
| 6M | +16.8% | -42.3% | +59.1% | +18.8% |
| YTD | +13.2% | +2.5% | +10.7% | +11.1% |
| 1Y | +1.4% | -5.7% | +7.1% | -1.0% |
| All | -28.2% | +738.1% | -766.3% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling