+15.2%
LQD vs GPC
-2.2%
+17.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | -1.2% | +39.2% | -40.4% | -3.2% |
| 6M | -1.9% | +18.2% | -20.2% | -3.1% |
| YTD | -1.3% | +12.1% | -13.4% | -2.4% |
| 1Y | -1.0% | -0.7% | -0.4% | -1.4% |
| 3Y | +15.2% | -1.7% | +16.9% | +13.6% |
| All | +15.2% | -2.2% | +17.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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