+319.2%
GDX vs LDOS
+254.8%
+64.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | +11.5% | +1.9% | +9.6% | +11.2% |
| 30D | -3.1% | +12.8% | -15.9% | -4.5% |
| 3M | -4.4% | -1.0% | -3.4% | -4.5% |
| 6M | -8.6% | +6.2% | -14.8% | -9.6% |
| YTD | +0.8% | -23.2% | +24.1% | +3.3% |
| 1Y | +14.7% | -29.5% | +44.1% | +18.7% |
| 3Y | +228.8% | +37.1% | +191.7% | +210.4% |
| 5Y | +173.4% | +55.6% | +117.7% | +152.4% |
| 10Y | +319.2% | +249.4% | +69.8% | +256.6% |
| All | +319.2% | +254.8% | +64.4% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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