+27.7%
GH vs ROIV
+295.0%
-267.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.8% | -19.0% | -5.4% |
| 7D | -2.1% | +20.2% | -22.2% | -7.5% |
| 30D | -4.5% | +14.1% | -18.6% | -8.5% |
| 3M | +28.9% | +45.6% | -16.7% | +15.3% |
| 6M | +76.5% | +44.1% | +32.4% | +58.6% |
| YTD | +57.6% | +91.2% | -33.5% | +30.5% |
| 1Y | +167.5% | +221.3% | -53.8% | +93.2% |
| 3Y | +377.4% | +229.2% | +148.2% | +233.5% |
| 5Y | +23.8% | +316.5% | -292.6% | -35.7% |
| All | +27.7% | +295.0% | -267.4% | -31.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling