+185.7%
GS vs IEF
-8.0%
+193.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -1.6% | -0.8% | -0.8% | -1.5% |
| 3M | -4.5% | -1.0% | -3.5% | -4.4% |
| 6M | +20.9% | -2.8% | +23.6% | +21.0% |
| YTD | +19.9% | -1.5% | +21.4% | +20.0% |
| 1Y | +41.4% | -0.4% | +41.8% | +41.5% |
| 3Y | +239.2% | +9.7% | +229.5% | +234.4% |
| All | +185.7% | -8.0% | +193.7% | +137.4% |
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