-24.9%
GFS vs ROIV
+314.9%
-339.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.2% | 0.0% | +4.2% |
| 7D | -7.8% | +5.3% | -13.2% | -9.4% |
| 30D | -19.7% | +11.9% | -31.5% | -22.7% |
| 3M | -23.1% | +10.7% | -33.8% | -26.4% |
| 6M | -46.4% | +34.9% | -81.3% | -52.4% |
| YTD | +11.0% | +79.2% | -68.1% | -12.2% |
| 1Y | +12.6% | +89.0% | -76.4% | -13.3% |
| 3Y | -24.9% | +337.3% | -362.3% | -62.2% |
| All | -24.9% | +314.9% | -339.9% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling