+533.6%
GE vs ROIV
+232.7%
+300.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -11.6% | +1.0% | -12.5% | -11.7% |
| 3M | +3.0% | +18.3% | -15.3% | +1.0% |
| 6M | -0.5% | +18.3% | -18.8% | -2.6% |
| YTD | +9.7% | +61.0% | -51.2% | +3.9% |
| 1Y | +20.0% | +177.9% | -157.8% | +7.7% |
| 3Y | +275.8% | +199.1% | +76.8% | +231.0% |
| 5Y | +429.1% | +250.7% | +178.4% | +310.6% |
| All | +533.6% | +232.7% | +300.9% | +376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling