-1.9%
LQD vs GM
+37.1%
-39.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.9% | +0.5% |
| 7D | +0.4% | +12.1% | -11.7% | -0.2% |
| 30D | +2.6% | +15.2% | -12.6% | +1.8% |
| 3M | -1.7% | +4.9% | -6.6% | -2.0% |
| 6M | -1.9% | +22.6% | -24.5% | -3.1% |
| YTD | -2.2% | +14.4% | -16.6% | -3.5% |
| 1Y | -1.9% | +39.4% | -41.3% | -3.8% |
| All | -1.9% | +37.1% | -39.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling