+150.7%
GDX vs LQD
-5.1%
+155.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | -6.8% | -1.6% | -5.2% | -4.5% |
| 30D | -2.1% | +0.5% | -2.6% | -2.7% |
| 3M | -7.5% | -2.3% | -5.2% | -4.1% |
| 6M | -15.2% | -3.1% | -12.1% | -10.9% |
| YTD | -4.8% | -3.0% | -1.8% | +0.1% |
| 1Y | +6.7% | -2.6% | +9.3% | +11.6% |
| 3Y | +212.7% | +15.2% | +197.6% | +163.3% |
| All | +150.7% | -5.1% | +155.8% | +142.2% |
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