+1,585.6%
GS vs IEF
+129.2%
+1,456.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.1% |
| 30D | -2.4% | +3.1% | -5.5% | +1.6% |
| 3M | -15.7% | -0.5% | -15.3% | -16.4% |
| 6M | -6.8% | -1.6% | -5.1% | -9.2% |
| YTD | -0.1% | -1.6% | +1.5% | -2.6% |
| 1Y | +12.1% | -1.5% | +13.6% | +9.3% |
| 3Y | +185.8% | +12.4% | +173.4% | +235.0% |
| 5Y | +140.1% | -7.5% | +147.6% | +97.8% |
| 10Y | +505.2% | +5.2% | +500.1% | +560.2% |
| All | +1,585.6% | +129.2% | +1,456.4% | +7,046.7% |
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