+19.4%
IQV vs GGLL
+309.0%
-289.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.7% | -0.2% |
| 7D | -2.6% | -3.9% | +1.3% | -2.0% |
| 30D | +6.2% | -15.4% | +21.6% | +8.8% |
| 3M | +38.0% | -21.9% | +59.9% | +41.7% |
| 6M | +43.9% | +4.5% | +39.4% | +39.1% |
| YTD | +14.0% | -2.4% | +16.4% | +11.5% |
| 1Y | +35.5% | +57.8% | -22.3% | +20.6% |
| 3Y | +20.3% | +227.2% | -206.9% | -14.3% |
| All | +19.4% | +309.0% | -289.6% | -22.5% |
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