+388.8%
GH vs IQV
+101.8%
+287.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -2.3% |
| 7D | -2.5% | -2.2% | -0.3% | -1.0% |
| 30D | -4.7% | +8.3% | -13.0% | -10.2% |
| 3M | +20.2% | +44.6% | -24.3% | -10.0% |
| 6M | +78.8% | +52.6% | +26.2% | +27.1% |
| YTD | +54.1% | +16.1% | +38.0% | +31.9% |
| 1Y | +177.1% | +37.3% | +139.8% | +105.3% |
| 3Y | +371.6% | +21.6% | +350.1% | +263.6% |
| 5Y | +21.9% | +0.5% | +21.4% | +12.9% |
| All | +388.8% | +101.8% | +287.0% | +153.7% |
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 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