+390.7%
GPN vs IOVA
-91.7%
+482.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.3% |
| 7D | -0.7% | +5.1% | -5.8% | -0.8% |
| 30D | +3.8% | +37.2% | -33.4% | +2.8% |
| 3M | +39.2% | +117.5% | -78.3% | +35.5% |
| 6M | +17.9% | +69.6% | -51.7% | +15.3% |
| YTD | +16.4% | +218.7% | -202.3% | +11.5% |
| 1Y | +3.6% | +265.5% | -261.9% | -1.4% |
| 3Y | -26.7% | +46.2% | -72.9% | -30.1% |
| 5Y | -44.8% | -63.2% | +18.5% | -46.5% |
| 10Y | +24.1% | +6.1% | +18.0% | +17.0% |
| All | +390.7% | -91.7% | +482.4% | +336.3% |
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