-4.4%
LQD vs GD
+99.6%
-104.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.6% | +2.7% | -4.3% | -1.8% |
| 30D | +0.5% | +8.6% | -8.1% | -0.1% |
| 3M | -2.3% | -7.1% | +4.7% | -1.9% |
| 6M | -3.1% | +7.5% | -10.5% | -3.6% |
| YTD | -3.0% | +9.9% | -12.9% | -3.8% |
| 1Y | -2.6% | +7.6% | -10.1% | -3.2% |
| 3Y | +15.2% | +56.2% | -41.0% | +10.5% |
| All | -4.4% | +99.6% | -104.0% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling