+22.2%
LQD vs GNRC
+448.8%
-426.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.3% | -15.7% | +14.4% | -0.6% |
| 3M | -3.2% | -27.3% | +24.1% | -2.1% |
| 6M | -2.1% | -12.1% | +9.9% | -1.9% |
| YTD | -2.4% | +37.1% | -39.5% | -4.2% |
| 1Y | -2.7% | -0.5% | -2.2% | -3.3% |
| 3Y | +14.2% | +61.5% | -47.3% | +10.1% |
| 5Y | -5.8% | -58.6% | +52.8% | -6.0% |
| All | +22.2% | +448.8% | -426.7% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling