-2.1%
GLDM vs IOVA
+233.9%
-235.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | +2.9% | -8.5% | +11.4% | +3.2% |
| 30D | -3.9% | -44.7% | +40.8% | -1.7% |
| 3M | -8.1% | +26.2% | -34.4% | -9.8% |
| 6M | -14.7% | +123.2% | -137.9% | -18.7% |
| YTD | -6.6% | +196.0% | -202.6% | -12.8% |
| 1Y | -2.1% | +240.9% | -243.0% | -9.2% |
| All | -2.1% | +233.9% | -235.9% | -9.2% |
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 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