-5.8%
LQD vs GSK
+47.2%
-53.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -1.1% | -5.4% | +4.3% | -0.7% |
| 30D | -1.1% | -4.6% | +3.5% | -0.8% |
| 3M | -2.3% | -5.1% | +2.8% | -2.0% |
| 6M | -2.9% | -11.4% | +8.5% | -2.1% |
| YTD | -2.3% | +0.7% | -3.0% | -2.6% |
| 1Y | -2.2% | +23.0% | -25.2% | -4.1% |
| 3Y | +14.0% | +48.0% | -33.9% | +9.2% |
| 5Y | -5.8% | +48.2% | -54.0% | -10.7% |
| All | -5.8% | +47.2% | -53.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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