-12.1%
GFS vs ROIV
+448.5%
-460.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -5.3% | +14.3% | -19.6% | -7.3% |
| 30D | -15.8% | +16.2% | -32.0% | -17.9% |
| 3M | -18.6% | +15.1% | -33.8% | -20.9% |
| 6M | -45.0% | +44.2% | -89.2% | -48.5% |
| YTD | +16.8% | +89.8% | -73.0% | +4.3% |
| 1Y | +17.8% | +94.6% | -76.8% | +4.6% |
| 3Y | -21.5% | +367.5% | -389.1% | -39.0% |
| 5Y | -29.3% | +421.4% | -450.7% | -50.2% |
| All | -12.1% | +448.5% | -460.6% | -38.0% |
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