+285.7%
GDXJ vs LEN
-27.3%
+313.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | -2.8% | -4.8% | +2.0% | -1.8% |
| 30D | +5.0% | -6.6% | +11.5% | +6.5% |
| 3M | +24.1% | -15.7% | +39.7% | +28.2% |
| 6M | -7.4% | -16.6% | +9.3% | -4.4% |
| YTD | +10.2% | -21.3% | +31.6% | +14.4% |
| 1Y | +42.5% | -42.0% | +84.6% | +54.6% |
| 3Y | +285.7% | -27.9% | +313.6% | +279.7% |
| All | +285.7% | -27.3% | +313.0% | +279.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling