+2.5%
GLD vs LDOS
-31.3%
+33.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | -3.7% | +5.6% | +2.0% |
| 30D | -1.8% | +16.4% | -18.2% | -2.3% |
| 3M | -3.6% | +7.4% | -11.0% | -4.0% |
| 6M | -10.2% | -0.3% | -9.9% | -10.1% |
| YTD | -5.3% | -24.0% | +18.8% | -3.7% |
| 1Y | +2.5% | -29.6% | +32.0% | +4.4% |
| All | +2.5% | -31.3% | +33.8% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling