-12.1%
GFS vs IQV
+8.2%
-20.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -5.3% | +4.8% | -10.1% | -6.9% |
| 30D | -15.8% | +5.9% | -21.7% | -17.6% |
| 3M | -18.6% | +13.7% | -32.3% | -22.9% |
| 6M | -45.0% | +54.0% | -98.9% | -55.7% |
| YTD | +16.8% | +22.1% | -5.3% | +4.6% |
| 1Y | +17.8% | +29.1% | -11.4% | +2.1% |
| 3Y | -21.5% | +40.4% | -61.9% | -38.9% |
| 5Y | -29.3% | +9.1% | -38.5% | -35.5% |
| All | -12.1% | +8.2% | -20.3% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling