+230.5%
GDX vs CAT
+328.3%
-97.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.7% |
| 7D | -0.4% | +1.7% | -2.1% | -0.9% |
| 30D | +18.6% | -6.6% | +25.2% | +21.0% |
| 3M | +14.9% | -13.3% | +28.2% | +19.4% |
| 6M | -6.3% | +11.6% | -17.9% | -10.0% |
| YTD | +15.7% | +42.9% | -27.2% | +4.2% |
| 1Y | +54.8% | +95.4% | -40.6% | +28.9% |
| 3Y | +253.4% | +196.6% | +56.9% | +155.4% |
| All | +230.5% | +328.3% | -97.8% | +107.1% |
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