-2.7%
LQD vs GIS
-13.1%
+10.4%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | 0.0% | -8.6% | +8.6% | +0.2% |
| 30D | -0.2% | -0.5% | +0.3% | -0.2% |
| 3M | -1.7% | +11.9% | -13.6% | -2.2% |
| 6M | -2.7% | -11.6% | +8.9% | +1.1% |
| All | -2.7% | -13.1% | +10.4% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 6mo: compounded portfolio wealth divided by compounded GIS 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…
6mo analysis · Full analysis span regression · 6 months rolling