+2.8%
GLD vs CAT
+5.5%
-2.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.9% | +4.7% |
| 7D | -0.3% | -17.1% | +16.8% | +3.6% |
| 30D | -1.9% | -30.1% | +28.3% | +5.7% |
| 3M | -0.4% | -32.4% | +31.9% | +7.8% |
| 6M | -10.2% | -32.1% | +21.9% | -4.2% |
| YTD | -6.0% | +4.1% | -10.1% | -7.7% |
| 1Y | +2.8% | +8.9% | -6.1% | -0.7% |
| All | +2.8% | +5.5% | -2.7% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling