-30.7%
GEV vs ROIV
+36.6%
-67.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | -0.7% |
| 7D | -9.8% | +5.3% | -15.1% | -10.6% |
| 30D | -22.3% | +11.9% | -34.2% | -24.2% |
| 3M | -22.6% | +10.7% | -33.3% | -25.1% |
| 6M | -30.7% | +34.9% | -65.6% | -36.6% |
| All | -30.7% | +36.6% | -67.3% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling