+1,362.7%
CAT vs GDXJ
+44.7%
+1,318.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -1.4% |
| 7D | -6.3% | +11.8% | -18.1% | -8.1% |
| 30D | -26.8% | -7.1% | -19.7% | -26.0% |
| 3M | -30.0% | -10.5% | -19.5% | -29.0% |
| 6M | -34.6% | -15.5% | -19.1% | -33.4% |
| YTD | +2.9% | -6.6% | +9.5% | +2.6% |
| 1Y | +3.3% | +11.3% | -8.1% | +0.1% |
| 3Y | +153.7% | +242.0% | -88.3% | +103.6% |
| 5Y | +207.3% | +147.7% | +59.6% | +153.7% |
| 10Y | +674.0% | +233.7% | +440.3% | +469.9% |
| All | +1,362.7% | +44.7% | +1,318.0% | +1,041.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling