-47.0%
GPN vs RCAT
+184.3%
-231.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.1% |
| 3M | +36.9% | -29.3% | +66.2% | +38.9% |
| 6M | +16.8% | -42.3% | +59.1% | +19.0% |
| YTD | +13.2% | +2.5% | +10.7% | +10.6% |
| 1Y | +1.4% | -5.7% | +7.1% | -1.7% |
| 3Y | -28.6% | +764.9% | -793.5% | -43.2% |
| 5Y | -47.0% | +182.3% | -229.3% | -56.5% |
| All | -47.0% | +184.3% | -231.3% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling