+127.7%
GLD vs CAT
+196.5%
-68.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.0% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | +4.4% | -6.6% | +11.0% | +5.2% |
| 3M | -1.1% | -13.3% | +12.2% | +0.1% |
| 6M | -13.8% | +11.6% | -25.4% | -15.1% |
| YTD | +2.6% | +42.9% | -40.3% | -0.3% |
| 1Y | +24.5% | +95.4% | -70.9% | +19.5% |
| All | +127.7% | +196.5% | -68.8% | +108.8% |
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