+189.9%
LQD vs GS
+1,969.6%
-1,779.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.4% | +0.9% | -1.3% | -0.4% |
| 30D | -0.8% | -1.6% | +0.8% | -0.7% |
| 3M | -1.9% | -4.5% | +2.6% | -1.8% |
| 6M | -2.7% | +20.9% | -23.5% | -3.2% |
| YTD | -1.3% | +19.9% | -21.2% | -1.9% |
| 1Y | 0.0% | +41.4% | -41.4% | -1.1% |
| 3Y | +14.9% | +239.2% | -224.3% | +10.8% |
| 5Y | -4.6% | +185.0% | -189.6% | -7.8% |
| 10Y | +22.0% | +655.0% | -633.0% | +14.8% |
| All | +189.9% | +1,969.6% | -1,779.6% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling