+4.5%
LQD vs GLXY
+7.0%
-2.5%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.9% | -0.1% |
| 7D | 0.0% | +4.5% | -4.6% | -0.1% |
| 30D | -0.2% | +28.8% | -29.0% | -0.5% |
| 3M | -1.7% | -23.0% | +21.4% | -1.5% |
| 6M | -2.7% | +17.0% | -19.7% | -3.0% |
| YTD | -1.4% | +12.5% | -13.9% | -1.7% |
| 1Y | -1.0% | -5.4% | +4.4% | -1.3% |
| All | +4.5% | +7.0% | -2.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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