+554.2%
GLW vs IEF
+7.5%
+546.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -1.3% |
| 7D | +15.5% | -1.9% | +17.5% | +14.0% |
| 30D | -19.6% | +1.1% | -20.6% | -18.9% |
| 3M | -28.5% | -1.9% | -26.6% | -29.3% |
| 6M | -39.5% | -2.4% | -37.1% | -40.5% |
| YTD | +37.2% | -3.0% | +40.2% | +34.0% |
| 1Y | +35.4% | -3.1% | +38.6% | +32.1% |
| 3Y | +359.7% | +10.7% | +349.0% | +404.8% |
| 5Y | +244.0% | -8.0% | +252.0% | +159.3% |
| All | +554.2% | +7.5% | +546.6% | +574.5% |
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