+79.5%
GDXJ vs LDOS
+489.9%
-410.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +0.2% | -5.4% | +5.6% | +1.1% |
| 30D | +17.9% | +4.9% | +13.0% | +16.7% |
| 3M | +15.3% | +7.2% | +8.1% | +13.4% |
| 6M | -9.4% | -24.2% | +14.8% | -5.5% |
| YTD | +13.4% | -25.8% | +39.2% | +18.4% |
| 1Y | +59.7% | -24.7% | +84.4% | +66.0% |
| 3Y | +283.6% | +39.3% | +244.3% | +251.8% |
| 5Y | +217.6% | +43.3% | +174.3% | +187.3% |
| 10Y | +225.7% | +278.6% | -52.9% | +149.2% |
| All | +79.5% | +489.9% | -410.3% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling