+29.1%
IQV vs GGLL
-17.3%
+46.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +4.8% | +5.1% | -0.3% | +4.2% |
| 30D | +5.9% | -35.5% | +41.4% | +10.1% |
| 3M | +13.7% | -39.2% | +52.9% | +18.6% |
| 6M | +54.0% | -54.4% | +108.3% | +66.4% |
| YTD | +22.1% | -29.8% | +51.9% | +23.0% |
| 1Y | +29.1% | -20.4% | +49.6% | +28.4% |
| All | +29.1% | -17.3% | +46.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling