+79.2%
IOVA vs GGLL
+151.4%
-72.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.5% | -6.6% | -9.8% |
| 7D | -19.0% | -1.3% | -17.7% | -18.6% |
| 30D | -40.3% | -36.3% | -4.0% | -31.8% |
| 3M | +78.3% | -42.7% | +121.0% | +106.8% |
| 6M | +94.5% | -53.1% | +147.5% | +132.6% |
| YTD | +183.5% | -32.1% | +215.6% | +205.0% |
| 1Y | +327.6% | -20.1% | +347.7% | +339.3% |
| All | +79.2% | +151.4% | -72.3% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling