+213.3%
GLD vs LEN
+99.2%
+114.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.5% |
| 7D | +0.7% | -2.9% | +3.6% | +0.9% |
| 30D | +0.3% | -8.9% | +9.2% | +0.8% |
| 3M | +0.6% | -10.9% | +11.5% | +1.2% |
| 6M | -15.6% | -19.7% | +4.1% | -14.7% |
| YTD | +0.9% | -20.6% | +21.4% | +1.9% |
| 1Y | +19.4% | -42.4% | +61.8% | +22.3% |
| 3Y | +124.5% | -26.5% | +151.0% | +126.2% |
| 5Y | +138.9% | -10.9% | +149.9% | +137.2% |
| 10Y | +213.3% | +100.6% | +112.7% | +199.6% |
| All | +213.3% | +99.2% | +114.1% | +199.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling