+121.1%
GLD vs LDOS
+52.0%
+69.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.9% | -3.7% | +5.6% | +1.9% |
| 30D | -1.8% | +16.4% | -18.2% | -2.1% |
| 3M | -3.6% | +7.4% | -11.0% | -3.8% |
| 6M | -10.2% | -0.3% | -9.9% | -10.3% |
| YTD | -5.3% | -24.0% | +18.8% | -4.7% |
| 1Y | +2.5% | -29.6% | +32.0% | +3.1% |
| 3Y | +103.2% | +35.1% | +68.1% | +102.9% |
| 5Y | +121.1% | +52.9% | +68.2% | +115.9% |
| All | +121.1% | +52.0% | +69.1% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling