-4.4%
LQD vs GLDM
+107.1%
-111.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -1.6% | -4.6% | +3.0% | -1.1% |
| 30D | +0.5% | -5.5% | +6.0% | +1.2% |
| 3M | -2.3% | -10.9% | +8.6% | -1.0% |
| 6M | -3.1% | -17.3% | +14.3% | -0.8% |
| YTD | -3.0% | -10.2% | +7.2% | -2.9% |
| 1Y | -2.6% | -6.9% | +4.4% | -3.1% |
| 3Y | +15.2% | +98.7% | -83.5% | -6.8% |
| All | -4.4% | +107.1% | -111.5% | -25.5% |
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