+11.9%
GDX vs CAT
+6.7%
+5.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.8% |
| 7D | +0.7% | +1.7% | -1.0% | -0.3% |
| 30D | -3.8% | -24.6% | +20.8% | +10.0% |
| 3M | -5.4% | -28.5% | +23.0% | +10.6% |
| 6M | -12.7% | -34.8% | +22.1% | +4.7% |
| YTD | -0.7% | +5.9% | -6.6% | -7.5% |
| 1Y | +11.9% | +6.8% | +5.1% | +1.7% |
| All | +11.9% | +6.7% | +5.2% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling