+511.9%
LDOS vs GPC
+423.8%
+88.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | -2.8% | +4.1% | -6.9% | -4.4% |
| 30D | +13.6% | +0.1% | +13.5% | +13.3% |
| 3M | +4.2% | -3.9% | +8.1% | +5.5% |
| 6M | -8.2% | +24.4% | -32.6% | -16.5% |
| YTD | -24.1% | +5.7% | -29.8% | -26.9% |
| 1Y | -31.2% | +6.8% | -38.0% | -34.1% |
| 3Y | +35.0% | +3.8% | +31.2% | +25.6% |
| 5Y | +52.6% | +9.2% | +43.4% | +36.2% |
| 10Y | +261.9% | +93.8% | +168.1% | +134.7% |
| All | +511.9% | +423.8% | +88.0% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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