-25.4%
IOVA vs GGLL
+194.0%
-219.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -8.5% | +5.1% | -13.6% | -9.7% |
| 30D | -44.7% | -35.5% | -9.2% | -36.9% |
| 3M | +26.2% | -39.2% | +65.4% | +45.4% |
| 6M | +123.2% | -54.4% | +177.6% | +170.3% |
| YTD | +196.0% | -29.8% | +225.8% | +216.2% |
| 1Y | +240.9% | -20.4% | +261.3% | +250.7% |
| 3Y | +103.5% | +149.7% | -46.2% | +39.6% |
| All | -25.4% | +194.0% | -219.4% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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