-7.8%
GLDM vs IOVA
+189.0%
-196.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.7% | +2.9% | -2.5% |
| 7D | -5.5% | -1.4% | -4.1% | -5.4% |
| 30D | -7.0% | -47.4% | +40.4% | -4.6% |
| 3M | -12.3% | +13.2% | -25.5% | -13.5% |
| 6M | -17.9% | +114.3% | -132.2% | -21.8% |
| YTD | -10.3% | +179.5% | -189.8% | -16.4% |
| 1Y | -7.8% | +200.4% | -208.2% | -14.6% |
| All | -7.8% | +189.0% | -196.8% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling