+159.0%
GDX vs LEN
+127.8%
+31.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.5% |
| 7D | -4.6% | -8.7% | +4.2% | -3.3% |
| 30D | -6.2% | +11.6% | -17.7% | -7.7% |
| 3M | -10.0% | -1.3% | -8.8% | -10.0% |
| 6M | -15.8% | -1.4% | -14.3% | -15.8% |
| YTD | -4.6% | -16.9% | +12.3% | -2.6% |
| 1Y | +4.0% | -31.2% | +35.2% | +8.8% |
| 3Y | +211.1% | -25.6% | +236.7% | +217.9% |
| 5Y | +152.3% | -13.3% | +165.5% | +149.2% |
| 10Y | +331.4% | +138.4% | +193.0% | +259.9% |
| All | +159.0% | +127.8% | +31.3% | +120.3% |
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