+438.8%
GS vs IQV
+242.6%
+196.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.2% |
| 7D | +5.9% | -2.5% | +8.3% | +6.9% |
| 30D | +4.3% | +1.2% | +3.1% | +3.7% |
| 3M | -11.7% | +9.8% | -21.4% | -15.4% |
| 6M | -3.2% | +53.8% | -57.0% | -21.2% |
| YTD | +5.8% | +17.6% | -11.8% | -4.6% |
| 1Y | +16.0% | +18.6% | -2.6% | +4.2% |
| 3Y | +199.8% | +36.9% | +162.9% | +139.7% |
| 5Y | +155.5% | +4.1% | +151.4% | +128.1% |
| All | +438.8% | +242.6% | +196.3% | +196.5% |
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