-1.9%
LQD vs GDDY
-11.8%
+10.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.7% |
| 7D | +0.4% | +11.1% | -10.6% | +0.3% |
| 30D | +2.6% | +18.6% | -16.0% | +2.4% |
| 3M | -1.7% | +32.8% | -34.5% | -2.1% |
| 6M | -1.9% | +34.0% | -36.0% | -2.3% |
| YTD | -2.2% | -4.6% | +2.5% | -0.8% |
| 1Y | -1.9% | -12.5% | +10.6% | +0.2% |
| All | -1.9% | -11.8% | +10.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling