-99.9%
RCAT vs GWRE
+793.8%
-893.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.8% | +11.7% | +5.5% |
| 7D | +5.4% | -25.6% | +30.9% | +11.3% |
| 30D | -5.6% | -12.2% | +6.6% | -3.9% |
| 3M | -30.2% | +17.7% | -47.9% | -34.1% |
| 6M | -43.4% | -11.3% | -32.0% | -43.3% |
| YTD | +9.6% | -25.5% | +35.2% | +12.9% |
| 1Y | -2.0% | -42.8% | +40.9% | +6.7% |
| 3Y | +825.0% | +59.0% | +766.0% | +734.0% |
| 5Y | +199.8% | +21.6% | +178.2% | +176.2% |
| 10Y | -98.4% | +139.2% | -237.6% | -98.3% |
| All | -99.9% | +793.8% | -893.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling