+1,921.9%
GS vs IEF
+129.4%
+1,792.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | 0.0% |
| 7D | +0.9% | -0.3% | +1.2% | +0.5% |
| 30D | -1.6% | -0.8% | -0.8% | -2.6% |
| 3M | -4.5% | -1.0% | -3.5% | -5.9% |
| 6M | +20.9% | -2.8% | +23.6% | +15.8% |
| YTD | +19.9% | -1.5% | +21.4% | +17.0% |
| 1Y | +41.4% | -0.4% | +41.8% | +40.1% |
| 3Y | +239.2% | +9.7% | +229.5% | +281.9% |
| 5Y | +185.0% | -8.3% | +193.4% | +131.3% |
| 10Y | +655.0% | +4.6% | +650.4% | +716.9% |
| All | +1,921.9% | +129.4% | +1,792.6% | +8,489.9% |
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