+169.7%
GDX vs LEN
+135.2%
+34.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +0.7% | -6.4% | +7.1% | +1.7% |
| 30D | -3.8% | +15.6% | -19.4% | -5.8% |
| 3M | -5.4% | -0.8% | -4.7% | -5.5% |
| 6M | -12.7% | +0.4% | -13.1% | -13.0% |
| YTD | -0.7% | -14.1% | +13.5% | +1.0% |
| 1Y | +11.9% | -29.6% | +41.5% | +16.6% |
| 3Y | +223.9% | -23.1% | +247.0% | +229.4% |
| 5Y | +163.2% | -8.9% | +172.1% | +158.1% |
| 10Y | +349.2% | +146.2% | +202.9% | +272.9% |
| All | +169.7% | +135.2% | +34.4% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling