-10.1%
GLDM vs IOVA
+152.9%
-163.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.1% | +3.7% |
| 7D | -0.3% | -41.3% | +41.0% | +1.8% |
| 30D | -1.9% | -38.5% | +36.7% | -0.1% |
| 3M | -0.4% | +99.5% | -99.9% | -3.8% |
| 6M | -10.1% | +126.0% | -136.0% | -13.5% |
| All | -10.1% | +152.9% | -163.0% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling