-57.8%
RCAT vs GPC
+6.5%
-64.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.7% | -12.0% | -10.6% |
| 7D | -18.5% | +4.1% | -22.7% | -19.1% |
| 30D | -37.0% | +0.1% | -37.1% | -37.0% |
| 3M | -54.9% | -3.9% | -51.0% | -54.6% |
| 6M | -63.6% | +24.4% | -88.0% | -67.0% |
| YTD | -49.6% | +5.7% | -55.2% | -58.6% |
| 1Y | -57.8% | +6.8% | -64.6% | -64.9% |
| All | -57.8% | +6.5% | -64.3% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling