+24.5%
IQV vs GGLL
+328.7%
-304.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.1% |
| 7D | +2.3% | -4.8% | +7.1% | +3.1% |
| 30D | +13.4% | -13.7% | +27.1% | +15.9% |
| 3M | +43.3% | -21.9% | +65.1% | +47.3% |
| 6M | +50.5% | +11.7% | +38.9% | +44.0% |
| YTD | +18.8% | +2.3% | +16.5% | +15.3% |
| 1Y | +45.5% | +76.2% | -30.7% | +27.0% |
| 3Y | +19.4% | +245.0% | -225.6% | -15.7% |
| All | +24.5% | +328.7% | -304.2% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling