+37.0%
IQV vs GGLL
+154.9%
-117.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.5% |
| 7D | +1.7% | +3.1% | -1.4% | +1.3% |
| 30D | +5.3% | -36.3% | +41.6% | +10.6% |
| 3M | +17.0% | -40.4% | +57.3% | +23.5% |
| 6M | +54.0% | -54.6% | +108.7% | +67.3% |
| YTD | +20.6% | -31.1% | +51.7% | +22.6% |
| 1Y | +28.9% | -19.2% | +48.1% | +27.9% |
| 3Y | +37.0% | +151.5% | -114.5% | +11.3% |
| All | +37.0% | +154.9% | -117.9% | +11.3% |
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