-7.3%
GLD vs IEF
-2.9%
-4.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -1.6% |
| 7D | -5.5% | -1.9% | -3.6% | -2.7% |
| 30D | -7.0% | +1.1% | -8.1% | -8.6% |
| 3M | -12.4% | -1.9% | -10.4% | -9.3% |
| 6M | -18.0% | -2.4% | -15.6% | -14.5% |
| YTD | -10.5% | -3.0% | -7.4% | -4.7% |
| All | -7.3% | -2.9% | -4.4% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling