+28.0%
GH vs ROIV
+232.7%
-204.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | -1.1% | +1.0% | -2.0% | -1.4% |
| 3M | +21.3% | +18.3% | +3.0% | +15.6% |
| 6M | +73.5% | +18.3% | +55.2% | +65.6% |
| YTD | +58.0% | +61.0% | -2.9% | +38.0% |
| 1Y | +163.1% | +177.9% | -14.8% | +98.9% |
| 3Y | +361.0% | +199.1% | +162.0% | +232.8% |
| 5Y | +22.5% | +250.7% | -228.2% | -32.9% |
| All | +28.0% | +232.7% | -204.7% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling