-99.8%
RCAT vs GPC
+74.9%
-174.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | -5.9% | +0.4% | -6.4% | -6.0% |
| 30D | -19.7% | -6.3% | -13.4% | -18.3% |
| 3M | -62.9% | -8.2% | -54.7% | -62.1% |
| 6M | -59.6% | +27.1% | -86.7% | -62.8% |
| YTD | -52.1% | +3.1% | -55.2% | -53.5% |
| 1Y | -50.9% | +0.1% | -51.0% | -52.0% |
| 3Y | +333.8% | +0.2% | +333.6% | +309.0% |
| 5Y | +40.7% | +4.9% | +35.9% | +27.5% |
| All | -99.8% | +74.9% | -174.7% | -99.9% |
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 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