+703.3%
GD vs IOVA
-92.6%
+795.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.0% | +8.7% | -2.2% |
| 7D | -3.9% | -19.0% | +15.1% | -3.7% |
| 30D | +8.1% | -40.3% | +48.4% | +8.5% |
| 3M | -6.8% | +78.3% | -85.1% | -7.6% |
| 6M | +3.0% | +94.5% | -91.5% | +1.9% |
| YTD | +7.8% | +183.5% | -175.8% | +6.0% |
| 1Y | +5.8% | +327.6% | -321.8% | +3.5% |
| 3Y | +55.3% | +83.8% | -28.5% | +52.1% |
| 5Y | +96.7% | -69.0% | +165.7% | +94.1% |
| 10Y | +195.4% | +33.4% | +161.9% | +188.5% |
| All | +703.3% | -92.6% | +795.9% | +668.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling