+816.6%
GLD vs CAT
+2,933.3%
-2,116.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.9% |
| 7D | -0.5% | +1.7% | -2.2% | -0.6% |
| 30D | +4.4% | -6.6% | +11.0% | +4.8% |
| 3M | -1.1% | -13.3% | +12.2% | -0.4% |
| 6M | -13.8% | +11.6% | -25.4% | -14.4% |
| YTD | +2.6% | +42.9% | -40.3% | +0.7% |
| 1Y | +24.5% | +95.4% | -70.9% | +20.3% |
| 3Y | +125.8% | +196.6% | -70.7% | +113.2% |
| 5Y | +137.8% | +321.7% | -183.9% | +119.9% |
| 10Y | +221.4% | +1,140.8% | -919.4% | +175.6% |
| All | +816.6% | +2,933.3% | -2,116.7% | +631.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling