+291.6%
GDX vs LEN
+103.6%
+188.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -2.8% |
| 7D | -5.4% | -7.8% | +2.4% | -4.0% |
| 30D | +6.6% | -11.0% | +17.6% | +8.8% |
| 3M | +30.1% | -12.8% | +42.9% | +33.1% |
| 6M | -7.1% | -20.2% | +13.1% | -3.5% |
| YTD | +12.0% | -23.0% | +35.0% | +16.8% |
| 1Y | +41.2% | -41.8% | +83.0% | +53.8% |
| 3Y | +251.0% | -28.8% | +279.8% | +263.1% |
| 5Y | +226.7% | -12.6% | +239.3% | +219.5% |
| All | +291.6% | +103.6% | +188.0% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling