+22.2%
LQD vs GRMN
+677.8%
-655.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.3% | -0.3% |
| 7D | -1.1% | +2.4% | -3.5% | -1.3% |
| 30D | -1.3% | -8.5% | +7.2% | -0.7% |
| 3M | -3.2% | +19.5% | -22.7% | -4.4% |
| 6M | -2.1% | +21.2% | -23.3% | -3.5% |
| YTD | -2.4% | +41.0% | -43.4% | -4.8% |
| 1Y | -2.7% | +19.6% | -22.3% | -4.1% |
| 3Y | +14.2% | +183.8% | -169.6% | +4.6% |
| 5Y | -5.8% | +83.0% | -88.8% | -12.3% |
| All | +22.2% | +677.8% | -655.6% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling