+150.7%
GDX vs CAT
+210.5%
-59.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -6.8% | +7.4% | -14.2% | -9.0% |
| 30D | -2.1% | -19.7% | +17.6% | +4.9% |
| 3M | -7.5% | -29.6% | +22.1% | +3.4% |
| 6M | -15.2% | -33.2% | +18.0% | -4.2% |
| YTD | -4.8% | +5.7% | -10.5% | -6.1% |
| 1Y | +6.7% | +9.3% | -2.6% | +4.3% |
| 3Y | +212.7% | +158.3% | +54.4% | +133.6% |
| All | +150.7% | +210.5% | -59.8% | +66.4% |
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