+189.9%
LQD vs GAP
+209.0%
-19.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.2% | +1.7% | -1.5% | +0.2% |
| 30D | -0.6% | +9.3% | -9.9% | -0.7% |
| 3M | -1.2% | +6.1% | -7.3% | -1.3% |
| 6M | -1.9% | -2.3% | +0.3% | -2.0% |
| YTD | -1.3% | -10.6% | +9.3% | -1.2% |
| 1Y | -1.0% | -4.4% | +3.4% | -1.1% |
| 3Y | +15.2% | +118.3% | -103.1% | +13.3% |
| 5Y | -4.4% | +12.2% | -16.6% | -5.9% |
| 10Y | +22.6% | +33.7% | -11.1% | +18.9% |
| All | +189.9% | +209.0% | -19.1% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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