+10.1%
IEF vs GGLL
+247.9%
-237.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | +1.9% | -1.8% | +0.1% |
| 30D | -0.7% | -9.7% | +9.0% | -0.7% |
| 3M | -0.4% | -18.0% | +17.6% | -0.4% |
| 6M | -2.5% | +15.3% | -17.7% | -2.4% |
| YTD | -1.6% | +2.2% | -3.8% | -1.5% |
| 1Y | -1.3% | +73.1% | -74.4% | -1.0% |
| 3Y | +10.1% | +242.7% | -232.6% | +10.2% |
| All | +10.1% | +247.9% | -237.8% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling