-2.9%
LQD vs GPN
+20.6%
-23.5%
-3.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | -1.1% | -3.5% | +2.4% | -0.9% |
| 30D | -1.1% | +3.1% | -4.3% | -1.3% |
| 3M | -2.3% | +42.3% | -44.6% | -4.3% |
| 6M | -2.9% | +20.9% | -23.8% | -4.0% |
| All | -2.9% | +20.6% | -23.5% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling