+438.8%
GS vs IEF
+7.3%
+431.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.2% |
| 7D | +5.9% | -2.0% | +7.8% | +4.3% |
| 30D | +4.3% | +0.7% | +3.6% | +4.9% |
| 3M | -11.7% | -2.5% | -9.2% | -13.4% |
| 6M | -3.2% | -2.6% | -0.6% | -5.3% |
| YTD | +5.8% | -3.2% | +9.0% | +2.9% |
| 1Y | +16.0% | -3.0% | +19.1% | +13.0% |
| 3Y | +199.8% | +10.5% | +189.2% | +229.8% |
| 5Y | +155.5% | -8.2% | +163.7% | +88.9% |
| All | +438.8% | +7.3% | +431.5% | +521.3% |
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