+75.8%
GM vs IEF
-9.5%
+85.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -1.1% | -1.7% | +0.6% | -0.9% |
| 3M | +6.1% | -2.5% | +8.6% | +6.4% |
| 6M | +15.0% | -3.3% | +18.2% | +15.3% |
| YTD | +6.0% | -2.8% | +8.8% | +6.3% |
| 1Y | +47.1% | -2.7% | +49.8% | +47.5% |
| 3Y | +170.5% | +8.9% | +161.6% | +169.6% |
| All | +75.8% | -9.5% | +85.3% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling