+22.2%
LQD vs GWRE
+131.0%
-108.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.1% | -13.2% | +12.1% | -0.6% |
| 30D | -1.3% | -18.6% | +17.3% | -0.7% |
| 3M | -3.2% | +18.9% | -22.1% | -4.2% |
| 6M | -2.1% | -11.0% | +8.8% | -2.2% |
| YTD | -2.4% | -29.9% | +27.5% | -1.4% |
| 1Y | -2.7% | -44.3% | +41.7% | -0.7% |
| 3Y | +14.2% | +51.7% | -37.5% | +9.9% |
| 5Y | -5.8% | +15.4% | -21.2% | -10.0% |
| All | +22.2% | +131.0% | -108.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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