+816.6%
GLD vs LEN
+132.8%
+683.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.5% |
| 30D | +4.4% | -4.9% | +9.3% | +4.4% |
| 3M | -1.1% | -8.5% | +7.4% | -1.0% |
| 6M | -13.8% | -20.7% | +6.9% | -13.7% |
| YTD | +2.6% | -17.4% | +20.1% | +2.8% |
| 1Y | +24.5% | -38.2% | +62.8% | +24.8% |
| 3Y | +125.8% | -24.9% | +150.7% | +126.2% |
| 5Y | +137.8% | -11.4% | +149.2% | +137.8% |
| 10Y | +221.4% | +110.0% | +111.3% | +222.0% |
| All | +816.6% | +132.8% | +683.8% | +845.2% |
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