+189.9%
LQD vs GRMN
+5,524.1%
-5,334.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -0.6% | -11.3% | +10.7% | -0.4% |
| 3M | -1.2% | +17.7% | -18.9% | -1.5% |
| 6M | -1.9% | +14.2% | -16.1% | -2.2% |
| YTD | -1.3% | +37.0% | -38.3% | -1.8% |
| 1Y | -1.0% | +17.0% | -18.0% | -1.3% |
| 3Y | +15.2% | +183.2% | -168.0% | +13.6% |
| 5Y | -4.4% | +77.3% | -81.7% | -5.7% |
| 10Y | +22.6% | +630.9% | -608.3% | +20.7% |
| All | +189.9% | +5,524.1% | -5,334.2% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling