+100.5%
GD vs IQV
+4.0%
+96.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +2.7% | -2.5% | +5.1% | +3.1% |
| 30D | +8.6% | +1.2% | +7.4% | +8.2% |
| 3M | -7.1% | +9.8% | -16.8% | -8.8% |
| 6M | +7.5% | +53.8% | -46.3% | -1.5% |
| YTD | +9.9% | +17.6% | -7.7% | +5.3% |
| 1Y | +7.6% | +18.6% | -11.0% | +2.8% |
| 3Y | +56.2% | +36.9% | +19.3% | +41.6% |
| All | +100.5% | +4.0% | +96.5% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling