+96.7%
GD vs ROIV
+369.5%
-272.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -2.1% |
| 7D | -3.9% | -2.4% | -1.5% | -3.8% |
| 30D | +8.1% | +3.1% | +5.0% | +7.9% |
| 3M | -6.8% | +5.8% | -12.6% | -7.2% |
| 6M | +3.0% | +29.3% | -26.3% | +1.3% |
| YTD | +7.8% | +68.8% | -61.0% | +4.4% |
| 1Y | +5.8% | +81.0% | -75.2% | +2.1% |
| 3Y | +55.3% | +294.6% | -239.3% | +44.2% |
| 5Y | +96.7% | +373.1% | -276.4% | +69.7% |
| All | +96.7% | +369.5% | -272.8% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling