-6.0%
LQD vs GRMN
+81.6%
-87.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.5% |
| 6M | -2.1% | +21.2% | -23.3% | -3.7% |
| YTD | -2.4% | +41.0% | -43.4% | -5.0% |
| 1Y | -2.7% | +19.6% | -22.3% | -4.3% |
| 3Y | +14.2% | +183.8% | -169.6% | +1.8% |
| All | -6.0% | +81.6% | -87.7% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling