+109.1%
GLD vs CAT
+162.4%
-53.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | +1.0% |
| 7D | +4.9% | -2.4% | +7.3% | +5.1% |
| 30D | -1.3% | -25.0% | +23.7% | +2.2% |
| 3M | -4.8% | -28.7% | +24.0% | -0.8% |
| 6M | -12.5% | -33.0% | +20.5% | -8.5% |
| YTD | -4.2% | +5.4% | -9.7% | -3.7% |
| 1Y | +3.0% | +7.3% | -4.2% | +3.5% |
| 3Y | +109.1% | +166.0% | -56.9% | +89.5% |
| All | +109.1% | +162.4% | -53.2% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling