+222.0%
GLDM vs IOVA
-42.7%
+264.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.0% | +11.9% | +1.0% |
| 7D | +1.9% | -19.0% | +20.9% | +2.2% |
| 30D | -1.7% | -40.3% | +38.6% | -1.0% |
| 3M | -3.5% | +78.3% | -81.9% | -4.7% |
| 6M | -10.1% | +94.5% | -104.5% | -11.4% |
| YTD | -5.0% | +183.5% | -188.6% | -7.1% |
| 1Y | +2.8% | +327.6% | -324.8% | -0.1% |
| 3Y | +105.1% | +83.8% | +21.3% | +99.9% |
| 5Y | +124.3% | -69.0% | +193.3% | +120.7% |
| All | +222.0% | -42.7% | +264.6% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling