+208.4%
GLD vs CAT
+685.9%
-477.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -2.6% |
| 7D | +2.8% | -6.3% | +9.1% | +3.1% |
| 30D | -4.0% | -26.8% | +22.8% | -2.7% |
| 3M | -8.2% | -30.0% | +21.8% | -6.9% |
| 6M | -14.8% | -34.6% | +19.7% | -13.5% |
| YTD | -6.8% | +2.9% | -9.7% | -6.3% |
| 1Y | -2.4% | +3.3% | -5.7% | -1.8% |
| 3Y | +105.8% | +153.7% | -47.9% | +105.4% |
| 5Y | +113.3% | +207.3% | -94.0% | +112.6% |
| 10Y | +208.4% | +674.0% | -465.6% | +227.6% |
| All | +208.4% | +685.9% | -477.4% | +227.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling