+28.6%
LQD vs GDDY
+390.3%
-361.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -1.1% | -3.2% | +2.1% | -1.0% |
| 30D | -1.3% | +6.8% | -8.1% | -1.6% |
| 3M | -3.2% | +30.5% | -33.7% | -4.3% |
| 6M | -2.1% | +13.3% | -15.5% | -2.9% |
| YTD | -2.4% | -21.0% | +18.6% | -1.8% |
| 1Y | -2.7% | -34.0% | +31.3% | -1.4% |
| 3Y | +14.2% | +33.1% | -18.9% | +12.0% |
| 5Y | -5.8% | +30.3% | -36.1% | -7.8% |
| 10Y | +22.2% | +205.5% | -183.3% | +18.8% |
| All | +28.6% | +390.3% | -361.8% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling