+125.5%
GLDM vs LDOS
+52.4%
+73.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | -0.3% | -2.8% | +2.5% | -0.2% |
| 30D | -1.9% | +13.6% | -15.4% | -2.1% |
| 3M | -0.4% | +4.2% | -4.6% | -0.6% |
| 6M | -10.1% | -8.2% | -1.9% | -10.0% |
| YTD | -5.8% | -24.1% | +18.2% | -5.3% |
| 1Y | +3.1% | -31.2% | +34.3% | +3.8% |
| 3Y | +103.4% | +35.0% | +68.4% | +103.2% |
| 5Y | +125.5% | +52.6% | +72.9% | +120.5% |
| All | +125.5% | +52.4% | +73.1% | +120.5% |
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