+204.7%
GLDM vs IOVA
-42.5%
+247.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | -4.6% | -3.5% | -1.1% | -4.6% |
| 30D | -5.5% | -45.4% | +39.9% | -4.6% |
| 3M | -10.9% | +19.0% | -29.9% | -11.3% |
| 6M | -17.3% | +112.0% | -129.4% | -18.7% |
| YTD | -10.2% | +184.2% | -194.4% | -12.1% |
| 1Y | -6.9% | +222.0% | -228.9% | -9.2% |
| 3Y | +98.7% | +92.6% | +6.1% | +93.5% |
| 5Y | +106.7% | -63.2% | +169.9% | +103.0% |
| All | +204.7% | -42.5% | +247.2% | +206.0% |
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