+184.9%
LQD vs GPC
+764.9%
-579.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.6% | +0.4% | -2.1% | -1.7% |
| 30D | +0.5% | -6.3% | +6.8% | +0.7% |
| 3M | -2.3% | -8.2% | +5.9% | -2.1% |
| 6M | -3.1% | +27.1% | -30.1% | -3.7% |
| YTD | -3.0% | +3.1% | -6.1% | -3.2% |
| 1Y | -2.6% | +0.1% | -2.6% | -2.7% |
| 3Y | +15.2% | +0.2% | +15.0% | +14.8% |
| 5Y | -5.2% | +4.9% | -10.0% | -5.5% |
| 10Y | +24.6% | +75.2% | -50.6% | +23.2% |
| All | +184.9% | +764.9% | -579.9% | +189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling