+124.8%
GLDM vs LEN
-2.5%
+127.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.7% |
| 7D | +5.0% | +0.6% | +4.4% | +4.9% |
| 30D | -1.3% | +19.4% | -20.7% | -2.4% |
| 3M | -4.7% | +4.5% | -9.2% | -5.1% |
| 6M | -12.4% | +4.9% | -17.3% | -12.8% |
| YTD | -4.1% | -8.9% | +4.9% | -4.0% |
| 1Y | +3.3% | -23.0% | +26.3% | +4.0% |
| 3Y | +110.9% | -16.7% | +127.7% | +110.9% |
| 5Y | +124.8% | -4.5% | +129.2% | +122.3% |
| All | +124.8% | -2.5% | +127.3% | +122.3% |
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