-37.4%
GIS vs IEF
+9.2%
-46.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.5% |
| 7D | -8.4% | -1.2% | -7.2% | -7.7% |
| 30D | -5.2% | -1.5% | -3.7% | -4.3% |
| 3M | +8.2% | -1.7% | +9.8% | +9.4% |
| 6M | -12.0% | -3.5% | -8.5% | -10.0% |
| YTD | -18.9% | -2.6% | -16.2% | -17.4% |
| 1Y | -23.6% | -2.4% | -21.2% | -22.4% |
| All | -37.4% | +9.2% | -46.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling