+92.6%
IOVA vs GGLL
+166.5%
-74.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.3% |
| 7D | -3.5% | +7.7% | -11.2% | -5.5% |
| 30D | -45.4% | -30.2% | -15.2% | -39.2% |
| 3M | +19.0% | -31.3% | +50.3% | +32.5% |
| 6M | +112.0% | -52.1% | +164.1% | +151.6% |
| YTD | +184.2% | -25.9% | +210.1% | +198.2% |
| 1Y | +222.0% | -8.5% | +230.4% | +218.6% |
| 3Y | +92.6% | +165.5% | -73.0% | +42.3% |
| All | +92.6% | +166.5% | -74.0% | +42.3% |
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 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