-5.0%
LQD vs GLDM
+121.8%
-126.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.2% | +4.7% | -4.4% | -0.3% |
| 30D | +2.4% | -0.9% | +3.2% | +2.5% |
| 3M | -0.9% | -4.3% | +3.4% | -0.4% |
| 6M | -2.3% | -13.4% | +11.1% | -0.7% |
| YTD | -1.7% | -5.8% | +4.1% | -2.2% |
| 1Y | -1.6% | +2.1% | -3.7% | -3.6% |
| 3Y | +17.6% | +105.0% | -87.4% | -4.8% |
| All | -5.0% | +121.8% | -126.8% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling