+242.5%
GLDM vs IQV
+156.7%
+85.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.6% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +0.3% | +8.6% | -8.3% | 0.0% |
| 3M | +0.7% | +41.1% | -40.4% | -0.7% |
| 6M | -15.4% | +48.6% | -64.0% | -16.8% |
| YTD | +1.0% | +15.0% | -14.0% | +0.1% |
| 1Y | +19.7% | +38.1% | -18.4% | +17.8% |
| 3Y | +126.5% | +21.4% | +105.1% | +123.5% |
| 5Y | +142.5% | -1.0% | +143.5% | +140.6% |
| All | +242.5% | +156.7% | +85.8% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling