+189.0%
LQD vs GD
+1,380.0%
-1,191.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | +0.1% |
| 7D | +0.9% | -3.0% | +4.0% | +1.0% |
| 30D | +2.2% | +9.3% | -7.1% | +1.9% |
| 3M | -0.9% | -7.2% | +6.3% | -0.7% |
| 6M | -2.2% | +5.5% | -7.7% | -2.4% |
| YTD | -1.6% | +9.5% | -11.1% | -1.9% |
| 1Y | -1.3% | +6.4% | -7.7% | -1.5% |
| 3Y | +17.4% | +59.8% | -42.4% | +15.8% |
| 5Y | -5.2% | +98.0% | -103.2% | -7.0% |
| 10Y | +25.7% | +177.4% | -151.7% | +22.0% |
| All | +189.0% | +1,380.0% | -1,191.0% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling