-100.0%
RCAT vs GPC
+669.3%
-769.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -1.3% | +20.0% | +18.8% |
| 7D | -12.7% | +1.6% | -14.3% | -12.9% |
| 30D | -34.3% | -2.1% | -32.2% | -34.2% |
| 3M | -53.4% | -6.8% | -46.6% | -53.1% |
| 6M | -62.0% | +18.6% | -80.6% | -62.9% |
| YTD | -49.1% | +2.7% | -51.7% | -49.7% |
| 1Y | -53.1% | +1.8% | -54.9% | -53.6% |
| 3Y | +318.7% | +1.1% | +317.6% | +310.0% |
| 5Y | +48.5% | +4.1% | +44.5% | +44.5% |
| 10Y | -99.6% | +88.2% | -187.9% | -99.7% |
| All | -100.0% | +669.3% | -769.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling