+121.6%
GLD vs LQD
-5.4%
+127.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +4.9% | +0.9% | +4.0% | +4.4% |
| 30D | -1.3% | +2.2% | -3.5% | -2.6% |
| 3M | -4.8% | -0.9% | -3.8% | -4.2% |
| 6M | -12.5% | -2.2% | -10.3% | -11.3% |
| YTD | -4.2% | -1.6% | -2.6% | -3.3% |
| 1Y | +3.0% | -1.3% | +4.4% | +3.9% |
| 3Y | +109.1% | +17.4% | +91.7% | +91.9% |
| 5Y | +121.6% | -5.2% | +126.7% | +119.5% |
| All | +121.6% | -5.4% | +127.0% | +119.5% |
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