+510.2%
GEV vs ROIV
+284.2%
+226.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.3% |
| 7D | -13.2% | +14.3% | -27.5% | -16.6% |
| 30D | -20.6% | +16.2% | -36.8% | -24.2% |
| 3M | -19.5% | +15.1% | -34.6% | -23.6% |
| 6M | -23.3% | +44.2% | -67.5% | -32.5% |
| YTD | +22.2% | +89.8% | -67.6% | -2.4% |
| 1Y | +37.8% | +94.6% | -56.8% | +8.7% |
| All | +510.2% | +284.2% | +226.0% | +248.8% |
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