+187.5%
RCAT vs GWRE
+14.4%
+173.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -5.4% | -30.9% | +25.6% | +4.4% |
| 30D | -24.2% | -20.7% | -3.5% | -20.1% |
| 3M | -25.8% | +20.2% | -46.0% | -33.0% |
| 6M | -44.9% | -11.9% | -33.1% | -45.0% |
| YTD | +1.9% | -30.3% | +32.2% | +8.6% |
| 1Y | -5.2% | -44.6% | +39.5% | +9.5% |
| 3Y | +759.6% | +48.8% | +710.8% | +649.2% |
| 5Y | +187.5% | +14.8% | +172.8% | +214.8% |
| All | +187.5% | +14.4% | +173.1% | +214.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling