+225.3%
GLDM vs IOVA
-39.5%
+264.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.8% |
| 7D | +5.0% | +1.9% | +3.1% | +4.9% |
| 30D | -1.3% | -44.1% | +42.8% | -0.5% |
| 3M | -4.7% | +28.9% | -33.6% | -5.3% |
| 6M | -12.4% | +125.7% | -138.1% | -13.9% |
| YTD | -4.1% | +199.3% | -203.3% | -6.3% |
| 1Y | +3.3% | +255.2% | -251.9% | +0.7% |
| 3Y | +110.9% | +106.8% | +4.1% | +105.2% |
| 5Y | +124.8% | -67.1% | +191.9% | +120.9% |
| All | +225.3% | -39.5% | +264.8% | +226.4% |
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