+289.0%
GDX vs CAT
+1,126.6%
-837.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +4.0% | +5.6% | -1.6% | +2.8% |
| 30D | +9.5% | -2.3% | +11.8% | +10.0% |
| 3M | +25.1% | -10.0% | +35.1% | +27.3% |
| 6M | -2.9% | +21.2% | -24.2% | -6.6% |
| YTD | +14.7% | +44.4% | -29.7% | +7.4% |
| 1Y | +47.4% | +96.3% | -48.9% | +31.6% |
| 3Y | +259.7% | +203.9% | +55.8% | +196.7% |
| 5Y | +227.7% | +333.5% | -105.8% | +155.1% |
| 10Y | +289.0% | +1,126.0% | -837.1% | +149.2% |
| All | +289.0% | +1,126.6% | -837.7% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling