-99.8%
RCAT vs GPC
+74.2%
-174.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.5% | -8.1% |
| 7D | +15.6% | -1.3% | +16.9% | +16.0% |
| 30D | -24.1% | -6.0% | -18.1% | -22.9% |
| 3M | -61.9% | -7.6% | -54.2% | -61.2% |
| 6M | -64.3% | +24.2% | -88.6% | -66.9% |
| YTD | -50.4% | +2.7% | -53.1% | -51.8% |
| 1Y | -54.0% | +0.2% | -54.2% | -55.1% |
| 3Y | +347.2% | -0.8% | +347.9% | +323.0% |
| 5Y | +45.7% | +4.4% | +41.3% | +32.2% |
| All | -99.8% | +74.2% | -174.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling