+216.0%
GLD vs LDOS
+278.0%
-62.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.8% |
| 7D | -0.5% | -5.4% | +4.9% | -0.4% |
| 30D | +4.4% | +4.9% | -0.5% | +4.3% |
| 3M | -1.1% | +7.2% | -8.3% | -1.3% |
| 6M | -13.8% | -24.2% | +10.5% | -13.3% |
| YTD | +2.6% | -25.8% | +28.4% | +3.1% |
| 1Y | +24.5% | -24.7% | +49.2% | +25.1% |
| 3Y | +125.8% | +39.3% | +86.6% | +124.7% |
| 5Y | +137.8% | +43.3% | +94.5% | +136.2% |
| All | +216.0% | +278.0% | -62.0% | +216.3% |
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