+214.2%
GDX vs CAT
+1,766.3%
-1,552.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.8% |
| 7D | -0.4% | +1.7% | -2.1% | -0.9% |
| 30D | +18.6% | -6.6% | +25.2% | +21.2% |
| 3M | +14.9% | -13.3% | +28.2% | +19.8% |
| 6M | -6.3% | +11.6% | -17.9% | -10.3% |
| YTD | +15.7% | +42.9% | -27.2% | +2.1% |
| 1Y | +54.8% | +95.4% | -40.6% | +23.1% |
| 3Y | +253.4% | +196.6% | +56.9% | +138.5% |
| 5Y | +219.7% | +321.7% | -102.0% | +86.6% |
| 10Y | +300.2% | +1,140.8% | -840.6% | +35.8% |
| All | +214.2% | +1,766.3% | -1,552.1% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling