-20.0%
GFS vs IQV
+38.7%
-58.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.3% |
| 7D | -3.1% | +7.9% | -11.0% | -4.7% |
| 30D | -16.0% | +7.3% | -23.3% | -17.3% |
| 3M | -24.7% | +16.8% | -41.5% | -27.5% |
| 6M | -45.1% | +56.0% | -101.2% | -52.4% |
| YTD | +16.5% | +23.7% | -7.2% | +10.5% |
| 1Y | +19.3% | +32.5% | -13.2% | +9.6% |
| 3Y | -20.0% | +45.3% | -65.3% | -36.6% |
| All | -20.0% | +38.7% | -58.7% | -36.6% |
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