+816.6%
GLD vs IEF
+94.6%
+721.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +4.4% | -0.8% | +5.2% | +4.9% |
| 3M | -1.1% | -1.0% | -0.1% | -0.5% |
| 6M | -13.8% | -2.8% | -11.0% | -12.4% |
| YTD | +2.6% | -1.5% | +4.1% | +3.6% |
| 1Y | +24.5% | -0.4% | +24.9% | +24.9% |
| 3Y | +125.8% | +9.7% | +116.2% | +114.9% |
| 5Y | +137.8% | -8.3% | +146.1% | +147.4% |
| 10Y | +221.4% | +4.6% | +216.8% | +214.5% |
| All | +816.6% | +94.6% | +721.9% | +697.1% |
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 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