+248.5%
GLDM vs LDOS
+152.4%
+96.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -0.5% | -5.4% | +4.9% | -0.4% |
| 30D | +4.4% | +4.9% | -0.5% | +4.3% |
| 3M | -1.1% | +7.2% | -8.2% | -1.3% |
| 6M | -13.7% | -24.2% | +10.6% | -13.2% |
| YTD | +2.8% | -25.8% | +28.6% | +3.3% |
| 1Y | +24.8% | -24.7% | +49.6% | +25.5% |
| 3Y | +127.8% | +39.3% | +88.5% | +126.5% |
| 5Y | +141.1% | +43.3% | +97.8% | +139.2% |
| All | +248.5% | +152.4% | +96.1% | +254.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling