+296.5%
GIS vs IEF
+128.5%
+168.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -8.6% | -0.3% | -8.3% | -8.7% |
| 30D | -0.5% | -0.6% | +0.1% | -0.6% |
| 3M | +11.9% | -1.0% | +12.9% | +11.7% |
| 6M | -11.6% | -3.1% | -8.5% | -12.2% |
| YTD | -16.3% | -1.9% | -14.5% | -16.7% |
| 1Y | -21.8% | -1.4% | -20.4% | -22.0% |
| 3Y | -35.7% | +9.8% | -45.4% | -34.1% |
| 5Y | -22.9% | -8.8% | -14.1% | -26.4% |
| 10Y | -16.8% | +4.7% | -21.5% | -15.8% |
| All | +296.5% | +128.5% | +168.0% | +446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling