-50.7%
GFS vs ROIV
+27.9%
-78.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.2% | -5.7% | -8.9% |
| 7D | -20.7% | -2.4% | -18.3% | -20.1% |
| 30D | -25.2% | +3.1% | -28.3% | -25.7% |
| 3M | -26.3% | +5.8% | -32.1% | -28.0% |
| 6M | -50.7% | +29.3% | -80.0% | -52.8% |
| All | -50.7% | +27.9% | -78.6% | -52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling