+326.3%
GDX vs LDOS
+226.9%
+99.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -6.8% | -1.6% | -5.2% | -6.6% |
| 30D | -2.1% | +8.2% | -10.4% | -3.0% |
| 3M | -7.5% | -8.2% | +0.7% | -6.8% |
| 6M | -15.2% | +5.8% | -21.0% | -16.1% |
| YTD | -4.8% | -27.0% | +22.2% | -1.9% |
| 1Y | +6.7% | -31.0% | +37.7% | +10.8% |
| 3Y | +212.7% | +29.3% | +183.5% | +197.0% |
| 5Y | +151.7% | +48.7% | +102.9% | +133.2% |
| All | +326.3% | +226.9% | +99.3% | +270.7% |
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