+695.3%
CAT vs GDXJ
+248.0%
+447.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +1.3% |
| 7D | +9.3% | -4.9% | +14.3% | +10.1% |
| 30D | -21.5% | -10.0% | -11.5% | -20.4% |
| 3M | -29.1% | -16.6% | -12.5% | -27.4% |
| 6M | -33.4% | -23.3% | -10.1% | -31.3% |
| YTD | +6.6% | -12.4% | +19.0% | +7.4% |
| 1Y | +6.5% | +0.5% | +6.1% | +5.4% |
| 3Y | +162.7% | +220.5% | -57.8% | +121.9% |
| 5Y | +214.2% | +124.7% | +89.5% | +170.0% |
| All | +695.3% | +248.0% | +447.3% | +557.6% |
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