+14.6%
LQD vs GGLL
+313.5%
-299.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | -1.1% | -5.8% | +4.7% | -0.9% |
| 30D | -1.1% | -7.2% | +6.1% | -0.9% |
| 3M | -2.3% | -17.5% | +15.2% | -1.9% |
| 6M | -2.9% | +5.1% | -8.0% | -3.5% |
| YTD | -2.3% | -1.3% | -1.0% | -2.8% |
| 1Y | -2.2% | +60.2% | -62.4% | -4.4% |
| 3Y | +14.0% | +230.8% | -216.8% | +6.3% |
| All | +14.6% | +313.5% | -299.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling