+145.9%
GLDM vs IOVA
-64.9%
+210.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -0.5% | +9.7% | -10.3% | -0.7% |
| 30D | +4.4% | +102.5% | -98.1% | +2.9% |
| 3M | -1.1% | +100.7% | -101.7% | -2.5% |
| 6M | -13.7% | +106.3% | -120.0% | -15.1% |
| YTD | +2.8% | +222.0% | -219.2% | +0.3% |
| 1Y | +24.8% | +299.5% | -274.7% | +21.3% |
| 3Y | +127.8% | +42.9% | +84.9% | +122.6% |
| All | +145.9% | -64.9% | +210.8% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling