+206.1%
GLD vs CAT
+696.4%
-490.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | -4.6% | +7.4% | -12.0% | -4.9% |
| 30D | -5.5% | -19.7% | +14.2% | -4.6% |
| 3M | -10.9% | -29.6% | +18.7% | -9.7% |
| 6M | -17.4% | -33.2% | +15.8% | -16.2% |
| YTD | -10.3% | +5.7% | -16.0% | -9.9% |
| 1Y | -7.2% | +9.3% | -16.5% | -6.8% |
| 3Y | +96.9% | +158.3% | -61.4% | +96.3% |
| 5Y | +103.8% | +211.6% | -107.8% | +102.8% |
| All | +206.1% | +696.4% | -490.3% | +225.1% |
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