+205.0%
GLD vs CAT
+725.4%
-520.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +4.7% | -10.3% | +15.0% | +5.1% |
| 30D | -0.9% | -31.2% | +30.3% | +0.6% |
| 3M | -4.4% | -34.7% | +30.3% | -2.8% |
| 6M | -13.6% | -39.5% | +25.9% | -11.9% |
| YTD | -6.0% | -1.7% | -4.3% | -5.3% |
| 1Y | +1.8% | -1.1% | +2.9% | +2.5% |
| 3Y | +103.2% | +143.9% | -40.7% | +103.3% |
| 5Y | +119.3% | +194.8% | -75.4% | +119.2% |
| All | +205.0% | +725.4% | -520.5% | +226.4% |
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