+27.9%
IQV vs GGLL
+194.0%
-166.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +4.8% | +5.1% | -0.3% | +4.0% |
| 30D | +5.9% | -35.5% | +41.4% | +12.3% |
| 3M | +13.7% | -39.2% | +52.9% | +21.4% |
| 6M | +54.0% | -54.4% | +108.3% | +70.5% |
| YTD | +22.1% | -29.8% | +51.9% | +24.3% |
| 1Y | +29.1% | -20.4% | +49.6% | +28.2% |
| 3Y | +40.4% | +149.7% | -109.3% | +3.0% |
| All | +27.9% | +194.0% | -166.1% | -13.5% |
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