+213.0%
GLDM vs IOVA
-40.1%
+253.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.0% | -7.0% | +5.1% | -1.8% |
| 30D | -4.4% | -44.4% | +40.0% | -3.6% |
| 3M | -8.8% | +24.7% | -33.5% | -9.4% |
| 6M | -15.9% | +118.6% | -134.5% | -17.3% |
| YTD | -7.7% | +196.3% | -204.0% | -9.8% |
| 1Y | -3.6% | +205.3% | -208.9% | -5.9% |
| 3Y | +105.2% | +103.8% | +1.5% | +99.7% |
| 5Y | +112.8% | -65.6% | +178.3% | +109.0% |
| All | +213.0% | -40.1% | +253.1% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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