+349.2%
GDX vs CAT
+697.1%
-347.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.1% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | -3.8% | -24.6% | +20.8% | +1.8% |
| 3M | -5.4% | -28.5% | +23.0% | +1.0% |
| 6M | -12.7% | -34.8% | +22.1% | -5.3% |
| YTD | -0.7% | +5.9% | -6.6% | -0.9% |
| 1Y | +11.9% | +6.8% | +5.1% | +11.5% |
| 3Y | +223.9% | +161.1% | +62.8% | +180.1% |
| 5Y | +163.2% | +213.4% | -50.2% | +120.3% |
| 10Y | +349.2% | +700.3% | -351.2% | +282.0% |
| All | +349.2% | +697.1% | -347.9% | +282.0% |
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