+522.8%
GE vs ROIV
+280.9%
+241.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +1.0% | -3.0% |
| 7D | +5.1% | +9.2% | -4.1% | +4.1% |
| 30D | +7.6% | +19.9% | -12.4% | +5.4% |
| 3M | -9.3% | +10.6% | -19.9% | -10.6% |
| 6M | +11.5% | +36.1% | -24.5% | +7.3% |
| YTD | +7.9% | +84.3% | -76.4% | +0.4% |
| 1Y | +7.6% | +87.6% | -79.9% | 0.0% |
| 3Y | +265.9% | +353.9% | -88.1% | +211.7% |
| 5Y | +405.9% | +376.1% | +29.9% | +295.5% |
| All | +522.8% | +280.9% | +241.9% | +360.4% |
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