+228.4%
GDXJ vs LEN
-13.7%
+242.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.4% | -3.1% |
| 7D | -6.2% | -7.8% | +1.5% | -4.3% |
| 30D | +4.6% | -11.0% | +15.7% | +7.7% |
| 3M | +31.3% | -12.8% | +44.1% | +35.3% |
| 6M | -10.7% | -20.2% | +9.5% | -6.1% |
| YTD | +9.1% | -23.0% | +32.1% | +15.1% |
| 1Y | +44.1% | -41.8% | +85.9% | +60.8% |
| 3Y | +285.4% | -28.8% | +314.2% | +297.7% |
| 5Y | +228.4% | -12.6% | +241.0% | +196.9% |
| All | +228.4% | -13.7% | +242.0% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling