+612.7%
CAT vs GLDM
+248.1%
+364.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -6.6% | +4.4% | -11.0% | -7.2% |
| 3M | -13.3% | -1.1% | -12.2% | -13.3% |
| 6M | +11.6% | -13.7% | +25.3% | +13.2% |
| YTD | +42.9% | +2.8% | +40.2% | +43.2% |
| 1Y | +95.4% | +24.8% | +70.6% | +94.2% |
| 3Y | +196.6% | +127.8% | +68.8% | +184.6% |
| 5Y | +321.7% | +141.1% | +180.5% | +300.5% |
| All | +612.7% | +248.1% | +364.6% | +647.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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