-4.4%
LQD vs GS
+185.9%
-190.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| YTD | -1.3% | +19.6% | -20.9% | -2.9% |
| 1Y | -1.0% | +42.5% | -43.5% | -4.1% |
| 3Y | +15.2% | +240.4% | -225.2% | +2.2% |
| 5Y | -4.4% | +188.9% | -193.3% | -16.0% |
| All | -4.4% | +185.9% | -190.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling