+15.8%
LQD vs GGLL
+328.4%
-312.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.2% | +1.9% | -1.6% | +0.2% |
| 30D | -0.6% | -9.7% | +9.2% | -0.3% |
| 3M | -1.2% | -18.0% | +16.8% | -0.8% |
| 6M | -1.9% | +15.3% | -17.2% | -2.8% |
| YTD | -1.3% | +2.2% | -3.5% | -1.8% |
| 1Y | -1.0% | +73.1% | -74.1% | -3.5% |
| 3Y | +15.2% | +242.7% | -227.5% | +7.3% |
| All | +15.8% | +328.4% | -312.6% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling