+746.1%
GLD vs CAT
+1,968.1%
-1,222.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +1.2% |
| 7D | +1.9% | -14.5% | +16.4% | +2.8% |
| 30D | -1.8% | -35.7% | +34.0% | +0.7% |
| 3M | -3.6% | -36.3% | +32.7% | -1.2% |
| 6M | -10.2% | -38.5% | +28.3% | -7.9% |
| YTD | -5.3% | -2.5% | -2.7% | -5.1% |
| 1Y | +2.5% | -1.9% | +4.3% | +2.6% |
| 3Y | +103.2% | +139.2% | -36.0% | +94.6% |
| 5Y | +121.1% | +192.1% | -71.1% | +108.7% |
| 10Y | +201.9% | +732.3% | -530.4% | +164.8% |
| All | +746.1% | +1,968.1% | -1,222.1% | +590.2% |
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