+26.0%
LQD vs GD
+174.7%
-148.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | +1.7% | +9.5% | -7.7% | +1.1% |
| 3M | -0.7% | -5.8% | +5.1% | -0.4% |
| 6M | -2.2% | +7.7% | -10.0% | -2.8% |
| YTD | -1.9% | +11.1% | -12.9% | -2.7% |
| 1Y | -2.0% | +6.1% | -8.1% | -2.6% |
| 3Y | +16.5% | +59.8% | -43.3% | +12.4% |
| 5Y | -4.2% | +104.6% | -108.8% | -9.2% |
| 10Y | +26.0% | +170.6% | -144.6% | +16.1% |
| All | +26.0% | +174.7% | -148.8% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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