+632.4%
GEV vs LQD
+7.7%
+624.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.7% |
| 7D | +1.6% | -1.1% | +2.7% | +2.8% |
| 30D | -7.9% | -1.3% | -6.7% | -6.7% |
| 3M | +5.6% | -3.2% | +8.8% | +9.3% |
| 6M | +13.1% | -2.1% | +15.2% | +16.0% |
| YTD | +46.7% | -2.4% | +49.1% | +50.7% |
| 1Y | +51.3% | -2.7% | +54.0% | +55.8% |
| All | +632.4% | +7.7% | +624.8% | +555.6% |
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