+14.2%
LQD vs GME
+14.2%
0.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.9% |
| 7D | -1.1% | +6.0% | -7.1% | -1.1% |
| 30D | -1.1% | +8.3% | -9.5% | -1.2% |
| 3M | -2.3% | -9.1% | +6.7% | -2.3% |
| 6M | -2.9% | -16.3% | +13.4% | -2.7% |
| YTD | -2.3% | +1.5% | -3.9% | -2.4% |
| 1Y | -2.2% | -16.3% | +14.2% | -2.1% |
| All | +14.2% | +14.2% | 0.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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