+6,832.1%
GLW vs IEF
+127.0%
+6,705.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -4.4% |
| 7D | -11.1% | -0.2% | -10.9% | -11.2% |
| 30D | -28.4% | +1.8% | -30.2% | -26.5% |
| 3M | -28.8% | -1.2% | -27.6% | -29.8% |
| 6M | -39.8% | -2.5% | -37.3% | -41.9% |
| YTD | +28.7% | -2.5% | +31.2% | +23.9% |
| 1Y | +27.7% | -2.3% | +30.0% | +23.2% |
| 3Y | +331.3% | +11.3% | +320.1% | +399.2% |
| 5Y | +233.4% | -7.6% | +241.0% | +175.7% |
| 10Y | +521.8% | +7.3% | +514.5% | +596.3% |
| All | +6,832.1% | +127.0% | +6,705.1% | +54,965.0% |
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