+17.7%
GFS vs ROIV
+97.8%
-80.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.1% | -12.0% | -7.1% |
| 7D | -12.5% | +3.0% | -15.5% | -13.0% |
| 30D | -16.9% | +6.8% | -23.8% | -18.2% |
| 3M | -22.3% | +10.5% | -32.8% | -24.4% |
| 6M | -40.2% | +34.8% | -75.0% | -44.4% |
| YTD | +16.0% | +76.2% | -60.2% | +1.8% |
| 1Y | +17.7% | +92.4% | -74.7% | +2.9% |
| All | +17.7% | +97.8% | -80.2% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling