+22.6%
LQD vs GS
+652.7%
-630.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.2% | +3.4% | -3.1% | +0.1% |
| 30D | -0.6% | +0.2% | -0.8% | -0.6% |
| 3M | -1.2% | -0.3% | -0.9% | -1.3% |
| 6M | -1.9% | +27.4% | -29.3% | -3.3% |
| YTD | -1.3% | +19.6% | -20.9% | -2.4% |
| 1Y | -1.0% | +42.5% | -43.5% | -3.1% |
| 3Y | +15.2% | +240.4% | -225.2% | +7.4% |
| 5Y | -4.4% | +188.9% | -193.3% | -10.7% |
| 10Y | +22.6% | +642.6% | -620.0% | +10.9% |
| All | +22.6% | +652.7% | -630.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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