+20.5%
GIS vs IQV
+487.2%
-466.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -8.6% | -2.6% | -6.0% | -8.3% |
| 30D | -0.5% | +6.2% | -6.7% | -1.3% |
| 3M | +11.9% | +38.0% | -26.1% | +6.8% |
| 6M | -11.6% | +43.9% | -55.5% | -16.3% |
| YTD | -16.3% | +14.0% | -30.3% | -18.6% |
| 1Y | -21.8% | +35.5% | -57.3% | -25.9% |
| 3Y | -35.7% | +20.3% | -56.0% | -39.1% |
| 5Y | -22.9% | -1.6% | -21.2% | -25.7% |
| 10Y | -16.8% | +233.4% | -250.2% | -39.3% |
| All | +20.5% | +487.2% | -466.7% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling