-4.9%
LQD vs GTLB
-50.1%
+45.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -1.1% | -5.7% | +4.6% | -0.9% |
| 30D | -1.3% | +15.1% | -16.4% | -1.8% |
| 3M | -3.2% | +65.5% | -68.7% | -4.8% |
| 6M | -2.1% | +102.9% | -105.0% | -4.5% |
| YTD | -2.4% | +25.2% | -27.6% | -3.4% |
| 1Y | -2.7% | -5.5% | +2.9% | -2.9% |
| 3Y | +14.2% | -10.9% | +25.1% | +12.7% |
| All | -4.9% | -50.1% | +45.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling