+458.9%
GS vs IQV
+252.5%
+206.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -0.1% | +4.1% | -4.2% | -1.8% |
| 30D | +3.7% | +4.7% | -1.0% | +1.6% |
| 3M | -10.0% | +12.6% | -22.5% | -14.6% |
| 6M | -1.0% | +58.2% | -59.2% | -20.3% |
| YTD | +7.0% | +21.8% | -14.8% | -4.9% |
| 1Y | +16.6% | +25.6% | -9.0% | +2.1% |
| 3Y | +204.4% | +40.1% | +164.3% | +141.5% |
| 5Y | +160.0% | +8.7% | +151.3% | +127.9% |
| 10Y | +458.9% | +255.9% | +202.9% | +203.6% |
| All | +458.9% | +252.5% | +206.4% | +203.6% |
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