+301.2%
GDX vs CAT
+725.4%
-424.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | +13.6% | -10.3% | +23.9% | +15.9% |
| 30D | +2.5% | -31.2% | +33.7% | +10.4% |
| 3M | +4.4% | -34.7% | +39.0% | +13.5% |
| 6M | -5.2% | -39.5% | +34.2% | +4.3% |
| YTD | +2.1% | -1.7% | +3.8% | +3.4% |
| 1Y | +24.7% | -1.1% | +25.8% | +26.2% |
| 3Y | +211.3% | +143.9% | +67.4% | +173.2% |
| 5Y | +186.7% | +194.8% | -8.1% | +143.4% |
| All | +301.2% | +725.4% | -424.3% | +238.8% |
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