+24.4%
LQD vs GLDM
+248.1%
-223.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -0.8% | +4.4% | -5.2% | -1.5% |
| 3M | -1.9% | -1.1% | -0.9% | -1.9% |
| 6M | -2.7% | -13.7% | +11.0% | -0.6% |
| YTD | -1.3% | +2.8% | -4.0% | -2.7% |
| 1Y | 0.0% | +24.8% | -24.9% | -5.6% |
| 3Y | +14.9% | +127.8% | -112.9% | -6.6% |
| 5Y | -4.6% | +141.1% | -145.7% | -24.0% |
| All | +24.4% | +248.1% | -223.7% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling