+231.1%
GM vs IEF
+3.8%
+227.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.7% |
| 7D | -2.4% | -1.3% | -1.1% | -3.3% |
| 30D | -1.1% | -1.7% | +0.6% | -2.2% |
| 3M | +6.1% | -2.5% | +8.6% | +4.4% |
| 6M | +15.0% | -3.3% | +18.2% | +12.3% |
| YTD | +6.0% | -2.8% | +8.8% | +3.9% |
| 1Y | +47.1% | -2.7% | +49.8% | +44.3% |
| 3Y | +170.5% | +8.9% | +161.6% | +188.6% |
| 5Y | +80.5% | -9.4% | +89.9% | +35.5% |
| All | +231.1% | +3.8% | +227.3% | +237.8% |
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