+22.2%
LQD vs GPN
+28.5%
-6.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | -4.3% | +3.2% | -0.9% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | -3.2% | +35.8% | -39.0% | -5.0% |
| 6M | -2.1% | +22.0% | -24.1% | -3.4% |
| YTD | -2.4% | +15.2% | -17.6% | -3.5% |
| 1Y | -2.7% | +3.5% | -6.2% | -3.2% |
| 3Y | +14.2% | -26.9% | +41.1% | +15.1% |
| 5Y | -5.8% | -44.2% | +38.4% | -4.3% |
| All | +22.2% | +28.5% | -6.4% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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