+22.8%
GH vs ROIV
+280.9%
-258.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.3% |
| 7D | +0.9% | +9.2% | -8.3% | -1.6% |
| 30D | -4.5% | +19.9% | -24.4% | -9.3% |
| 3M | -6.2% | +10.6% | -16.8% | -9.6% |
| 6M | +55.0% | +36.1% | +18.9% | +40.9% |
| YTD | +51.6% | +84.3% | -32.7% | +26.5% |
| 1Y | +58.3% | +87.6% | -29.3% | +31.2% |
| 3Y | +617.6% | +353.9% | +263.7% | +369.7% |
| 5Y | +49.2% | +376.1% | -326.9% | -23.6% |
| All | +22.8% | +280.9% | -258.0% | -34.0% |
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