+17.6%
LQD vs GLDM
+104.2%
-86.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.2% | +4.7% | -4.4% | -0.1% |
| 30D | +2.4% | -0.9% | +3.2% | +2.4% |
| 3M | -0.9% | -4.3% | +3.4% | -0.6% |
| 6M | -2.3% | -13.4% | +11.1% | -1.5% |
| YTD | -1.7% | -5.8% | +4.1% | -1.9% |
| 1Y | -1.6% | +2.1% | -3.7% | -2.6% |
| 3Y | +17.6% | +105.0% | -87.4% | +1.9% |
| All | +17.6% | +104.2% | -86.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 3y: compounded portfolio wealth divided by compounded GLDM 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…
3y analysis · Full analysis span regression · 6 months rolling