+1,401.9%
CAT vs GDXJ
+34.8%
+1,367.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +7.4% | -8.1% | +15.5% | +8.9% |
| 30D | -19.7% | -5.5% | -14.2% | -19.1% |
| 3M | -29.6% | -14.6% | -15.0% | -28.1% |
| 6M | -33.2% | -23.2% | -10.0% | -30.9% |
| YTD | +5.7% | -13.0% | +18.6% | +6.5% |
| 1Y | +9.3% | +2.8% | +6.6% | +7.4% |
| 3Y | +158.3% | +221.5% | -63.2% | +109.3% |
| 5Y | +211.6% | +123.4% | +88.2% | +161.3% |
| 10Y | +698.5% | +238.2% | +460.3% | +486.1% |
| All | +1,401.9% | +34.8% | +1,367.0% | +1,085.2% |
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