+1,059.0%
GPN vs RCAT
-100.0%
+1,159.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +5.8% | -3.3% | +9.1% | +5.8% |
| 3M | +37.0% | -43.2% | +80.2% | +37.1% |
| 6M | +20.1% | -43.2% | +63.3% | +20.2% |
| YTD | +20.4% | +5.5% | +14.9% | +20.3% |
| 1Y | +7.4% | -1.6% | +9.1% | +7.3% |
| 3Y | -26.1% | +773.7% | -799.8% | -26.6% |
| 5Y | -38.5% | +187.6% | -226.1% | -38.9% |
| 10Y | +28.4% | -98.5% | +126.8% | +27.4% |
| All | +1,059.0% | -100.0% | +1,159.0% | +1,091.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling