+43.1%
GFS vs IQV
+34.3%
+8.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.8% |
| 7D | +4.5% | -2.6% | +7.1% | +4.3% |
| 30D | -8.2% | +6.2% | -14.4% | -7.6% |
| 3M | -38.9% | +38.0% | -76.8% | -38.3% |
| 6M | -2.9% | +43.9% | -46.8% | -3.2% |
| YTD | +31.8% | +14.0% | +17.8% | +43.3% |
| 1Y | +43.1% | +35.5% | +7.6% | +52.7% |
| All | +43.1% | +34.3% | +8.8% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling