-1.0%
LQD vs GS
+42.9%
-44.0%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.2% | +3.4% | -3.1% | 0.0% |
| 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% | -3.4% |
| YTD | -1.3% | +19.6% | -20.9% | -2.8% |
| 1Y | -1.0% | +42.5% | -43.5% | -3.0% |
| All | -1.0% | +42.9% | -44.0% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling