-7.2%
GLD vs CAT
+5.7%
-12.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -4.6% | +7.4% | -12.0% | -5.9% |
| 30D | -5.5% | -19.7% | +14.2% | -1.3% |
| 3M | -10.9% | -29.6% | +18.7% | -4.5% |
| 6M | -17.4% | -33.2% | +15.8% | -11.7% |
| YTD | -10.3% | +5.7% | -16.0% | -11.5% |
| 1Y | -7.2% | +9.3% | -16.5% | -8.5% |
| All | -7.2% | +5.7% | -12.8% | -8.5% |
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