+14.5%
LQD vs GGLL
+194.0%
-179.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +0.2% | +5.1% | -4.9% | 0.0% |
| 30D | +1.4% | -35.5% | +36.9% | +2.6% |
| 3M | -1.1% | -39.2% | +38.0% | +0.2% |
| 6M | -2.9% | -54.4% | +51.4% | -0.9% |
| YTD | -2.3% | -29.8% | +27.5% | -2.0% |
| 1Y | -2.1% | -20.4% | +18.3% | -2.2% |
| 3Y | +15.9% | +149.7% | -133.8% | +8.6% |
| All | +14.5% | +194.0% | -179.5% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling