+204.3%
GLDM vs LEN
+82.2%
+122.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.6% |
| 7D | -5.5% | -8.7% | +3.2% | -5.0% |
| 30D | -7.0% | +11.6% | -18.6% | -7.6% |
| 3M | -12.3% | -1.3% | -11.0% | -12.3% |
| 6M | -17.9% | -1.4% | -16.5% | -18.0% |
| YTD | -10.3% | -16.9% | +6.6% | -9.7% |
| 1Y | -7.8% | -31.2% | +23.4% | -6.4% |
| 3Y | +99.5% | -25.6% | +125.1% | +100.7% |
| 5Y | +106.5% | -13.3% | +119.7% | +105.0% |
| All | +204.3% | +82.2% | +122.1% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling