+186.8%
LQD vs GPN
+1,410.3%
-1,223.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.1% | -4.6% | +3.5% | -1.0% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | -3.2% | +35.4% | -38.6% | -4.1% |
| 6M | -2.1% | +21.7% | -23.8% | -2.8% |
| YTD | -2.4% | +14.9% | -17.2% | -2.9% |
| 1Y | -2.7% | +3.2% | -5.9% | -3.0% |
| 3Y | +14.2% | -27.1% | +41.3% | +14.5% |
| 5Y | -5.8% | -44.4% | +38.6% | -5.4% |
| 10Y | +22.2% | +27.0% | -4.8% | +22.0% |
| All | +186.8% | +1,410.3% | -1,223.5% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling