+227.7%
GDX vs LEN
-12.1%
+239.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +3.0% | -0.1% |
| 7D | +4.0% | -2.9% | +6.8% | +4.6% |
| 30D | +9.5% | -8.9% | +18.3% | +11.5% |
| 3M | +25.1% | -10.9% | +36.0% | +27.8% |
| 6M | -2.9% | -19.7% | +16.7% | +0.9% |
| YTD | +14.7% | -20.6% | +35.3% | +19.3% |
| 1Y | +47.4% | -42.4% | +89.8% | +61.7% |
| 3Y | +259.7% | -26.5% | +286.2% | +267.5% |
| 5Y | +227.7% | -10.9% | +238.6% | +195.5% |
| All | +227.7% | -12.1% | +239.8% | +195.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling