+240.0%
GM vs IEF
+33.9%
+206.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.1% |
| 7D | -1.1% | -1.2% | +0.1% | -2.1% |
| 30D | -3.4% | -1.5% | -1.9% | -4.7% |
| 3M | +8.7% | -1.7% | +10.4% | +6.9% |
| 6M | +15.4% | -3.5% | +18.9% | +11.2% |
| YTD | +6.6% | -2.6% | +9.2% | +3.7% |
| 1Y | +51.5% | -2.4% | +53.9% | +47.7% |
| 3Y | +169.3% | +8.9% | +160.4% | +193.4% |
| 5Y | +81.6% | -9.2% | +90.8% | +45.7% |
| 10Y | +240.7% | +3.9% | +236.8% | +248.9% |
| All | +240.0% | +33.9% | +206.1% | +413.0% |
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