+224.1%
GDX vs LQD
-6.0%
+230.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -2.2% | -1.1% | -1.1% | -0.7% |
| 30D | +6.8% | -1.3% | +8.0% | +8.8% |
| 3M | +24.9% | -3.2% | +28.1% | +30.8% |
| 6M | -4.2% | -2.1% | -2.1% | -0.6% |
| YTD | +13.2% | -2.4% | +15.6% | +17.6% |
| 1Y | +40.2% | -2.7% | +42.9% | +46.3% |
| 3Y | +249.6% | +14.2% | +235.4% | +197.8% |
| All | +224.1% | -6.0% | +230.1% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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