+205.0%
GLD vs LDOS
+248.5%
-43.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | +4.7% | -7.2% | +11.9% | +4.8% |
| 30D | -0.9% | +16.8% | -17.7% | -1.2% |
| 3M | -4.4% | -1.6% | -2.8% | -4.4% |
| 6M | -13.6% | -1.0% | -12.6% | -13.6% |
| YTD | -6.0% | -25.8% | +19.8% | -5.6% |
| 1Y | +1.8% | -31.1% | +32.8% | +2.3% |
| 3Y | +103.2% | +32.8% | +70.4% | +102.3% |
| 5Y | +119.3% | +49.4% | +70.0% | +117.8% |
| All | +205.0% | +248.5% | -43.5% | +214.2% |
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