+642.6%
GS vs IQV
+234.0%
+408.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +1.1% |
| 7D | +3.4% | +0.3% | +3.1% | +3.2% |
| 30D | +0.2% | +8.6% | -8.4% | -3.3% |
| 3M | -0.3% | +41.1% | -41.4% | -15.3% |
| 6M | +27.4% | +48.6% | -21.2% | +4.8% |
| YTD | +19.6% | +15.0% | +4.7% | +9.2% |
| 1Y | +42.5% | +38.1% | +4.4% | +18.7% |
| 3Y | +240.4% | +21.4% | +219.0% | +188.9% |
| 5Y | +188.9% | -1.0% | +189.9% | +164.4% |
| 10Y | +642.6% | +233.0% | +409.6% | +289.0% |
| All | +642.6% | +234.0% | +408.6% | +289.0% |
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