+5.7%
IEF vs GGLL
+328.4%
-322.7%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | +1.9% | -1.8% | 0.0% |
| 30D | -0.7% | -9.7% | +9.0% | -0.6% |
| 3M | -0.4% | -18.0% | +17.6% | -0.3% |
| 6M | -2.5% | +15.3% | -17.7% | -2.6% |
| YTD | -1.6% | +2.2% | -3.8% | -1.7% |
| 1Y | -1.3% | +73.1% | -74.4% | -1.7% |
| 3Y | +10.1% | +242.7% | -232.6% | +8.2% |
| All | +5.7% | +328.4% | -322.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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