-6.0%
LQD vs GFI
+524.1%
-530.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | 0.0% |
| 7D | -1.1% | -4.9% | +3.8% | -0.9% |
| 30D | -1.3% | +10.7% | -12.0% | -1.8% |
| 3M | -3.2% | +25.6% | -28.8% | -4.3% |
| 6M | -2.1% | -8.3% | +6.1% | -2.1% |
| YTD | -2.4% | +6.3% | -8.7% | -3.3% |
| 1Y | -2.7% | +22.1% | -24.7% | -4.5% |
| 3Y | +14.2% | +289.2% | -275.0% | +3.2% |
| All | -6.0% | +524.1% | -530.1% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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