-3.8%
LQD vs GTLB
-50.0%
+46.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.2% |
| 7D | +0.2% | +4.6% | -4.3% | +0.1% |
| 30D | -0.6% | +21.0% | -21.6% | -1.2% |
| 3M | -1.2% | +51.7% | -52.9% | -2.6% |
| 6M | -1.9% | +89.3% | -91.2% | -4.1% |
| YTD | -1.3% | +25.6% | -26.9% | -2.3% |
| 1Y | -1.0% | -1.5% | +0.5% | -1.4% |
| 3Y | +15.2% | -9.9% | +25.2% | +13.7% |
| All | -3.8% | -50.0% | +46.1% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling