+189.5%
LQD vs GIS
+297.4%
-107.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 6M | -2.7% | -11.6% | +8.9% | -2.4% |
| YTD | -1.4% | -16.3% | +14.9% | -1.0% |
| 1Y | -1.0% | -21.8% | +20.8% | -0.4% |
| 3Y | +15.1% | -35.7% | +50.7% | +16.3% |
| 5Y | -5.2% | -22.9% | +17.7% | -4.5% |
| 10Y | +23.3% | -16.8% | +40.1% | +23.9% |
| All | +189.5% | +297.4% | -107.9% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling