+96.9%
GLD vs CAT
+161.3%
-64.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -4.6% | +7.4% | -12.0% | -5.5% |
| 30D | -5.5% | -19.7% | +14.2% | -2.9% |
| 3M | -10.9% | -29.6% | +18.7% | -7.0% |
| 6M | -17.4% | -33.2% | +15.8% | -13.6% |
| YTD | -10.3% | +5.7% | -16.0% | -9.9% |
| 1Y | -7.2% | +9.3% | -16.5% | -6.9% |
| 3Y | +96.9% | +158.3% | -61.4% | +75.4% |
| All | +96.9% | +161.3% | -64.4% | +75.4% |
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 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