+25.9%
GH vs ROIV
+287.3%
-261.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.6% | +0.6% | +4.0% |
| 7D | -7.0% | +13.3% | -20.3% | -10.2% |
| 30D | -5.2% | +14.8% | -19.9% | -8.8% |
| 3M | -5.8% | +11.9% | -17.7% | -9.5% |
| 6M | +65.9% | +42.4% | +23.5% | +49.1% |
| YTD | +55.5% | +87.4% | -32.0% | +29.1% |
| 1Y | +64.2% | +97.2% | -33.1% | +34.3% |
| 3Y | +606.0% | +375.7% | +230.4% | +356.8% |
| 5Y | +47.3% | +379.0% | -331.7% | -24.8% |
| All | +25.9% | +287.3% | -261.4% | -32.6% |
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