-1.9%
LQD vs GRMN
+40.7%
-42.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.8% | +0.5% |
| 7D | +0.4% | +6.1% | -5.7% | +0.2% |
| 30D | +2.6% | +1.3% | +1.4% | +2.6% |
| 3M | -1.7% | -5.6% | +3.9% | -1.6% |
| 6M | -1.9% | +22.2% | -24.1% | -2.9% |
| YTD | -2.2% | +44.3% | -46.5% | -3.7% |
| 1Y | -1.9% | +43.1% | -44.9% | -3.4% |
| All | -1.9% | +40.7% | -42.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling