-6.3%
GDX vs CAT
+10.8%
-17.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -3.0% |
| 7D | -0.4% | +1.7% | -2.1% | -1.2% |
| 30D | +18.6% | -6.6% | +25.2% | +22.2% |
| 3M | +14.9% | -13.3% | +28.2% | +19.3% |
| 6M | -6.3% | +11.6% | -17.9% | -19.6% |
| All | -6.3% | +10.8% | -17.1% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling