+206.1%
GLD vs IEF
+7.3%
+198.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.3% |
| 7D | -4.6% | -2.0% | -2.6% | -3.0% |
| 30D | -5.5% | +0.7% | -6.2% | -6.0% |
| 3M | -10.9% | -2.5% | -8.4% | -9.1% |
| 6M | -17.4% | -2.6% | -14.9% | -15.6% |
| YTD | -10.3% | -3.2% | -7.1% | -7.8% |
| 1Y | -7.2% | -3.0% | -4.1% | -4.7% |
| 3Y | +96.9% | +10.5% | +86.4% | +82.1% |
| 5Y | +103.8% | -8.2% | +111.9% | +120.0% |
| All | +206.1% | +7.3% | +198.8% | +176.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling