+212.2%
GLD vs CAT
+725.4%
-513.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | +1.6% |
| 7D | +4.9% | -2.4% | +7.3% | +5.0% |
| 30D | -1.3% | -25.0% | +23.7% | -0.2% |
| 3M | -4.8% | -28.7% | +24.0% | -3.5% |
| 6M | -12.5% | -33.0% | +20.5% | -11.2% |
| YTD | -4.2% | +5.4% | -9.7% | -3.8% |
| 1Y | +3.0% | +7.3% | -4.2% | +3.5% |
| 3Y | +109.1% | +166.0% | -56.9% | +108.6% |
| 5Y | +121.6% | +210.1% | -88.5% | +120.6% |
| 10Y | +212.2% | +712.5% | -500.3% | +235.9% |
| All | +212.2% | +725.4% | -513.2% | +235.9% |
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 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