-24.6%
IOVA vs GGLL
+195.8%
-220.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.9% |
| 7D | +1.9% | +6.3% | -4.5% | +0.2% |
| 30D | -44.1% | -35.1% | -9.0% | -36.3% |
| 3M | +28.9% | -37.7% | +66.5% | +47.6% |
| 6M | +125.7% | -54.1% | +179.8% | +172.9% |
| YTD | +199.3% | -29.4% | +228.7% | +219.2% |
| 1Y | +255.2% | -13.4% | +268.6% | +257.1% |
| 3Y | +106.8% | +158.3% | -51.5% | +40.5% |
| All | -24.6% | +195.8% | -220.4% | -54.3% |
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