+199.8%
GS vs IQV
+36.2%
+163.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +5.9% | -2.5% | +8.3% | +6.5% |
| 30D | +4.3% | +1.2% | +3.1% | +4.0% |
| 3M | -11.7% | +9.8% | -21.4% | -13.7% |
| 6M | -3.2% | +53.8% | -57.0% | -14.1% |
| YTD | +5.8% | +17.6% | -11.8% | +0.8% |
| 1Y | +16.0% | +18.6% | -2.6% | +10.2% |
| 3Y | +199.8% | +36.9% | +162.9% | +157.7% |
| All | +199.8% | +36.2% | +163.6% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling