+382.6%
GPN vs LDOS
+494.7%
-112.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +0.8% | -5.4% | +6.2% | +3.2% |
| 30D | +5.8% | +4.9% | +0.9% | +3.1% |
| 3M | +37.0% | +7.2% | +29.8% | +31.6% |
| 6M | +20.1% | -24.2% | +44.4% | +34.8% |
| YTD | +20.4% | -25.8% | +46.2% | +35.2% |
| 1Y | +7.4% | -24.7% | +32.1% | +19.7% |
| 3Y | -26.1% | +39.3% | -65.4% | -40.1% |
| 5Y | -38.5% | +43.3% | -81.8% | -51.8% |
| 10Y | +28.4% | +278.6% | -250.2% | -32.2% |
| All | +382.6% | +494.7% | -112.1% | +96.3% |
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