+106.7%
GLDM vs LEN
-15.5%
+122.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +1.9% | +7.2% | -5.3% | +1.4% |
| 30D | -1.7% | +19.1% | -20.8% | -3.0% |
| 3M | -3.5% | +4.9% | -8.4% | -4.0% |
| 6M | -10.1% | +7.6% | -17.6% | -10.7% |
| YTD | -5.0% | -8.9% | +3.9% | -5.0% |
| 1Y | +2.8% | -22.7% | +25.5% | +3.2% |
| All | +106.7% | -15.5% | +122.2% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling