+1,931.8%
CAT vs GDXJ
+75.7%
+1,856.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -6.6% | +17.9% | -24.4% | -9.2% |
| 3M | -13.3% | +15.3% | -28.6% | -15.7% |
| 6M | +11.6% | -9.4% | +21.1% | +12.4% |
| YTD | +42.9% | +13.4% | +29.5% | +38.4% |
| 1Y | +95.4% | +59.7% | +35.8% | +79.1% |
| 3Y | +196.6% | +283.6% | -87.0% | +133.7% |
| 5Y | +321.7% | +217.6% | +104.1% | +235.2% |
| 10Y | +1,140.8% | +225.7% | +915.1% | +818.1% |
| All | +1,931.8% | +75.7% | +1,856.2% | +1,440.2% |
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