+68.1%
LQD vs GM
+230.2%
-162.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.3% | -1.1% | -0.2% | -1.3% |
| 3M | -3.2% | +6.1% | -9.3% | -3.4% |
| 6M | -2.1% | +15.0% | -17.1% | -2.6% |
| YTD | -2.4% | +6.0% | -8.3% | -2.6% |
| 1Y | -2.7% | +47.1% | -49.8% | -3.9% |
| 3Y | +14.2% | +170.5% | -156.3% | +10.5% |
| 5Y | -5.8% | +80.5% | -86.3% | -8.5% |
| 10Y | +22.2% | +238.7% | -216.5% | +16.3% |
| All | +68.1% | +230.2% | -162.1% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling