+248.5%
GLDM vs LEN
+81.0%
+167.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.4% |
| 30D | +4.4% | -4.9% | +9.3% | +4.7% |
| 3M | -1.1% | -8.5% | +7.4% | -0.7% |
| 6M | -13.7% | -20.7% | +7.0% | -12.8% |
| YTD | +2.8% | -17.4% | +20.2% | +3.6% |
| 1Y | +24.8% | -38.2% | +63.1% | +27.4% |
| 3Y | +127.8% | -24.9% | +152.7% | +129.2% |
| 5Y | +141.1% | -11.4% | +152.6% | +139.3% |
| All | +248.5% | +81.0% | +167.5% | +232.8% |
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