+699.7%
GLD vs LQD
+123.7%
+576.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | -5.5% | -1.5% | -3.9% | -5.0% |
| 30D | -7.0% | +0.9% | -7.9% | -7.3% |
| 3M | -12.4% | -1.7% | -10.7% | -11.8% |
| 6M | -18.0% | -2.8% | -15.3% | -17.2% |
| YTD | -10.5% | -2.8% | -7.7% | -9.6% |
| 1Y | -8.1% | -2.8% | -5.2% | -7.1% |
| 3Y | +97.7% | +15.5% | +82.2% | +89.4% |
| 5Y | +103.4% | -4.9% | +108.4% | +104.6% |
| 10Y | +203.1% | +24.9% | +178.2% | +188.0% |
| All | +699.7% | +123.7% | +576.0% | +655.3% |
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