+74.4%
GD vs IQV
+22.2%
+52.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -5.3% | +2.3% | -7.6% | -5.6% |
| 30D | -6.4% | +13.4% | -19.9% | -8.2% |
| 3M | +5.7% | +43.3% | -37.6% | -0.3% |
| 6M | -0.9% | +50.5% | -51.5% | -7.6% |
| YTD | +8.2% | +18.8% | -10.6% | +4.3% |
| 1Y | +13.4% | +45.5% | -32.0% | +5.4% |
| All | +74.4% | +22.2% | +52.2% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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