+188.5%
GD vs IOVA
+34.0%
+154.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.8% |
| 7D | -5.0% | -5.2% | +0.2% | -4.8% |
| 30D | +8.9% | -37.8% | +46.7% | +10.2% |
| 3M | -8.0% | +29.5% | -37.5% | -10.1% |
| 6M | +2.9% | +96.6% | -93.7% | -1.9% |
| YTD | +7.1% | +194.5% | -187.4% | -0.4% |
| 1Y | +5.9% | +248.1% | -242.1% | -2.4% |
| 3Y | +53.9% | +86.1% | -32.3% | +39.3% |
| 5Y | +95.4% | -67.8% | +163.3% | +86.6% |
| All | +188.5% | +34.0% | +154.5% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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