+214.2%
GDX vs LQD
+127.3%
+86.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.4% | -0.4% | 0.0% | 0.0% |
| 30D | +18.6% | -0.8% | +19.4% | +19.5% |
| 3M | +14.9% | -1.9% | +16.8% | +17.1% |
| 6M | -6.3% | -2.7% | -3.6% | -3.5% |
| YTD | +15.7% | -1.3% | +17.0% | +17.6% |
| 1Y | +54.8% | 0.0% | +54.9% | +55.6% |
| 3Y | +253.4% | +14.9% | +238.5% | +216.1% |
| 5Y | +219.7% | -4.6% | +224.2% | +229.9% |
| 10Y | +300.2% | +22.0% | +278.2% | +251.8% |
| All | +214.2% | +127.3% | +86.9% | +77.8% |
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