+212.2%
GLD vs LDOS
+262.7%
-50.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.8% |
| 7D | +4.9% | -5.8% | +10.8% | +5.0% |
| 30D | -1.3% | +11.6% | -12.9% | -1.5% |
| 3M | -4.8% | -1.0% | -3.8% | -4.8% |
| 6M | -12.5% | +5.1% | -17.6% | -12.7% |
| YTD | -4.2% | -24.0% | +19.8% | -3.9% |
| 1Y | +3.0% | -30.3% | +33.3% | +3.6% |
| 3Y | +109.1% | +37.0% | +72.2% | +108.2% |
| 5Y | +121.6% | +53.4% | +68.2% | +119.9% |
| 10Y | +212.2% | +252.0% | -39.7% | +229.2% |
| All | +212.2% | +262.7% | -50.5% | +229.2% |
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