+1,144.3%
CAT vs GDXJ
+237.3%
+907.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +0.6% | -2.8% | +3.4% | +1.0% |
| 30D | -4.3% | +5.0% | -9.3% | -5.1% |
| 3M | -8.6% | +24.1% | -32.7% | -11.8% |
| 6M | +16.1% | -7.4% | +23.5% | +16.3% |
| YTD | +43.8% | +10.2% | +33.5% | +40.4% |
| 1Y | +91.5% | +42.5% | +48.9% | +80.6% |
| 3Y | +202.7% | +285.7% | -83.0% | +149.4% |
| 5Y | +335.1% | +231.9% | +103.3% | +258.4% |
| All | +1,144.3% | +237.3% | +907.1% | +941.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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