+27.2%
GFS vs ROIV
+87.6%
-60.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | +7.4% | +1.7% | +5.7% | +7.0% |
| 30D | -15.3% | +17.6% | -32.8% | -18.1% |
| 3M | -21.1% | +9.0% | -30.1% | -22.8% |
| 6M | -44.5% | +35.3% | -79.8% | -48.3% |
| YTD | +19.2% | +82.2% | -62.9% | +4.9% |
| 1Y | +27.2% | +92.3% | -65.0% | +15.1% |
| All | +27.2% | +87.6% | -60.4% | +15.1% |
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