+203.9%
CAT vs GDXJ
+294.3%
-90.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +5.6% | +4.3% | +1.3% | +4.5% |
| 30D | -2.3% | +8.4% | -10.8% | -4.3% |
| 3M | -10.0% | +25.5% | -35.5% | -15.1% |
| 6M | +21.2% | -6.3% | +27.6% | +20.8% |
| YTD | +44.4% | +12.1% | +32.4% | +38.4% |
| 1Y | +96.3% | +51.1% | +45.2% | +77.9% |
| 3Y | +203.9% | +296.1% | -92.2% | +113.7% |
| All | +203.9% | +294.3% | -90.4% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling