+77.5%
GDXJ vs LEN
+560.2%
-482.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.2% |
| 7D | +4.3% | -2.9% | +7.2% | +5.0% |
| 30D | +8.4% | -8.9% | +17.3% | +10.8% |
| 3M | +25.5% | -10.9% | +36.4% | +28.7% |
| 6M | -6.3% | -19.7% | +13.3% | -1.7% |
| YTD | +12.1% | -20.6% | +32.7% | +17.6% |
| 1Y | +51.1% | -42.4% | +93.5% | +69.5% |
| 3Y | +296.1% | -26.5% | +322.6% | +310.9% |
| 5Y | +228.1% | -10.9% | +239.1% | +217.8% |
| 10Y | +211.8% | +100.6% | +111.2% | +133.5% |
| All | +77.5% | +560.2% | -482.7% | -3.4% |
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