+185.4%
GDX vs CAT
+181.1%
+4.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +13.6% | -10.3% | +23.9% | +17.3% |
| 30D | +2.5% | -31.2% | +33.7% | +15.5% |
| 3M | +4.4% | -34.7% | +39.0% | +19.4% |
| 6M | -5.2% | -39.5% | +34.2% | +10.4% |
| YTD | +2.1% | -1.7% | +3.8% | +3.2% |
| 1Y | +24.7% | -1.1% | +25.8% | +25.8% |
| 3Y | +211.3% | +143.9% | +67.4% | +137.6% |
| All | +185.4% | +181.1% | +4.3% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling