-2.7%
GFS vs IQV
+1.9%
-4.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.9% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -16.4% | +8.6% | -25.0% | -19.2% |
| 3M | -41.6% | +41.1% | -82.7% | -50.7% |
| 6M | -3.7% | +48.6% | -52.2% | -21.8% |
| YTD | +29.3% | +15.0% | +14.3% | +18.7% |
| 1Y | +37.1% | +38.1% | -1.0% | +12.9% |
| 3Y | -22.1% | +21.4% | -43.5% | -34.4% |
| All | -2.7% | +1.9% | -4.6% | -9.3% |
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