+215.1%
GDXJ vs LEN
+108.0%
+107.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | -2.8% | -4.8% | +2.0% | -1.7% |
| 30D | +5.0% | -6.6% | +11.5% | +6.6% |
| 3M | +24.1% | -15.7% | +39.7% | +28.7% |
| 6M | -7.4% | -16.6% | +9.3% | -3.7% |
| YTD | +10.2% | -21.3% | +31.6% | +15.7% |
| 1Y | +42.5% | -42.0% | +84.6% | +59.1% |
| 3Y | +285.7% | -27.9% | +313.6% | +301.1% |
| 5Y | +231.9% | -10.7% | +242.6% | +220.3% |
| All | +215.1% | +108.0% | +107.1% | +161.7% |
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