+121.8%
GLDM vs LEN
-4.6%
+126.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.6% |
| 7D | +4.7% | +2.1% | +2.6% | +4.5% |
| 30D | -0.9% | +16.6% | -17.4% | -1.8% |
| 3M | -4.3% | +5.3% | -9.6% | -4.7% |
| 6M | -13.4% | -0.8% | -12.6% | -13.6% |
| YTD | -5.8% | -11.7% | +5.9% | -5.6% |
| 1Y | +2.1% | -24.6% | +26.7% | +2.9% |
| 3Y | +105.0% | -18.7% | +123.7% | +105.3% |
| All | +121.8% | -4.6% | +126.4% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling