+213.1%
GLD vs LQD
+22.3%
+190.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.2% |
| 7D | -3.4% | -1.1% | -2.3% | -2.8% |
| 30D | -1.1% | -1.1% | 0.0% | -0.5% |
| 3M | +5.8% | -2.3% | +8.2% | +7.2% |
| 6M | -17.1% | -2.9% | -14.2% | -15.6% |
| YTD | 0.0% | -2.3% | +2.3% | +1.4% |
| 1Y | +18.2% | -2.2% | +20.4% | +19.7% |
| 3Y | +122.6% | +14.0% | +108.6% | +107.8% |
| 5Y | +137.1% | -5.8% | +142.9% | +142.5% |
| All | +213.1% | +22.3% | +190.8% | +156.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling