+158.4%
GDX vs LQD
+123.3%
+35.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -6.8% | -1.6% | -5.2% | -5.3% |
| 30D | -2.1% | +0.5% | -2.6% | -2.5% |
| 3M | -7.5% | -2.3% | -5.2% | -5.3% |
| 6M | -15.2% | -3.1% | -12.1% | -12.4% |
| YTD | -4.8% | -3.0% | -1.8% | -1.6% |
| 1Y | +6.7% | -2.6% | +9.3% | +9.9% |
| 3Y | +212.7% | +15.2% | +197.6% | +180.0% |
| 5Y | +151.7% | -5.2% | +156.8% | +162.1% |
| 10Y | +330.3% | +24.6% | +305.8% | +276.0% |
| All | +158.4% | +123.3% | +35.1% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling