-98.5%
RCAT vs GWRE
+131.0%
-229.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | -4.9% | -13.2% | +8.3% | +1.2% |
| 30D | -22.9% | -18.6% | -4.3% | -17.4% |
| 3M | -33.7% | +18.9% | -52.6% | -42.9% |
| 6M | -50.7% | -11.0% | -39.8% | -51.4% |
| YTD | +0.4% | -29.9% | +30.3% | +9.9% |
| 1Y | -27.6% | -44.3% | +16.7% | -10.4% |
| 3Y | +753.2% | +51.7% | +701.5% | +478.1% |
| 5Y | +183.3% | +15.4% | +167.8% | +121.6% |
| All | -98.5% | +131.0% | -229.5% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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