+534.9%
GEV vs ROIV
+279.4%
+255.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.6% | +2.5% | +5.8% |
| 7D | -3.8% | +13.3% | -17.1% | -7.3% |
| 30D | -17.4% | +14.8% | -32.2% | -20.8% |
| 3M | -16.2% | +11.9% | -28.1% | -19.7% |
| 6M | -20.2% | +42.4% | -62.6% | -29.5% |
| YTD | +27.2% | +87.4% | -60.2% | +2.0% |
| 1Y | +44.6% | +97.2% | -52.7% | +13.3% |
| All | +534.9% | +279.4% | +255.5% | +264.3% |
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