+188.6%
LQD vs GS
+1,625.3%
-1,436.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.2% | -3.2% | +3.5% | +0.3% |
| 30D | +2.4% | -2.4% | +4.8% | +2.4% |
| 3M | -0.9% | -15.7% | +14.9% | -0.4% |
| 6M | -2.3% | -6.8% | +4.4% | -2.2% |
| YTD | -1.7% | -0.1% | -1.7% | -1.8% |
| 1Y | -1.6% | +12.1% | -13.7% | -2.1% |
| 3Y | +17.6% | +185.8% | -168.2% | +13.9% |
| 5Y | -5.3% | +140.1% | -145.4% | -8.0% |
| 10Y | +23.3% | +505.2% | -481.9% | +16.7% |
| All | +188.6% | +1,625.3% | -1,436.7% | +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