-16.4%
GFS vs ROIV
+417.7%
-434.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.2% | 0.0% | +5.2% |
| 7D | -7.8% | +5.3% | -13.2% | -8.6% |
| 30D | -19.7% | +11.9% | -31.5% | -21.2% |
| 3M | -23.1% | +10.7% | -33.8% | -24.7% |
| 6M | -46.4% | +34.9% | -81.3% | -49.2% |
| YTD | +11.0% | +79.2% | -68.1% | +0.1% |
| 1Y | +12.6% | +89.0% | -76.4% | +0.6% |
| 3Y | -24.9% | +337.3% | -362.3% | -41.0% |
| 5Y | -39.1% | +402.3% | -441.4% | -56.5% |
| All | -16.4% | +417.7% | -434.1% | -40.5% |
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