+214.2%
GDX vs LEN
+126.3%
+87.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -0.4% | -3.2% | +2.8% | +0.1% |
| 30D | +18.6% | -4.9% | +23.5% | +19.4% |
| 3M | +14.9% | -8.5% | +23.4% | +16.2% |
| 6M | -6.3% | -20.7% | +14.4% | -3.4% |
| YTD | +15.7% | -17.4% | +33.1% | +18.5% |
| 1Y | +54.8% | -38.2% | +93.1% | +64.3% |
| 3Y | +253.4% | -24.9% | +278.3% | +261.0% |
| 5Y | +219.7% | -11.4% | +231.1% | +215.2% |
| 10Y | +300.2% | +110.0% | +190.2% | +239.6% |
| All | +214.2% | +126.3% | +87.9% | +167.9% |
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