+310.1%
GDX vs CAT
+725.4%
-415.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.2% | -2.8% | +2.9% |
| 7D | +15.6% | -2.4% | +18.0% | +15.9% |
| 30D | +2.4% | -25.0% | +27.4% | +8.4% |
| 3M | +1.7% | -28.7% | +30.5% | +8.7% |
| 6M | -3.3% | -33.0% | +29.7% | +4.3% |
| YTD | +6.6% | +5.4% | +1.2% | +6.5% |
| 1Y | +27.0% | +7.3% | +19.7% | +26.5% |
| 3Y | +243.4% | +166.0% | +77.3% | +196.9% |
| 5Y | +194.2% | +210.1% | -15.9% | +147.2% |
| 10Y | +310.1% | +712.5% | -402.4% | +267.0% |
| All | +310.1% | +725.4% | -415.2% | +267.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling