-1.9%
LQD vs GNRC
+17.5%
-19.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.5% | +10.3% | +0.9% |
| 7D | +0.4% | -6.0% | +6.4% | +0.5% |
| 30D | +2.6% | -12.0% | +14.6% | +2.8% |
| 3M | -1.7% | -13.4% | +11.7% | -1.6% |
| 6M | -1.9% | -26.4% | +24.4% | -1.6% |
| YTD | -2.2% | +38.8% | -41.0% | -2.7% |
| 1Y | -1.9% | +20.9% | -22.8% | -2.0% |
| All | -1.9% | +17.5% | -19.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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