+172.4%
GD vs ROIV
+292.3%
-119.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | -1.9% | +14.3% | -16.2% | -2.5% |
| 30D | +10.9% | +16.2% | -5.3% | +10.1% |
| 3M | -6.8% | +15.1% | -21.9% | -7.5% |
| 6M | +7.0% | +44.2% | -37.2% | +5.0% |
| YTD | +11.1% | +89.8% | -78.7% | +7.5% |
| 1Y | +7.0% | +94.6% | -87.5% | +3.5% |
| 3Y | +59.9% | +367.5% | -307.6% | +49.1% |
| 5Y | +102.5% | +421.4% | -318.9% | +79.2% |
| All | +172.4% | +292.3% | -119.9% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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