-26.6%
GIS vs ROIV
+287.3%
-314.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.4% | -1.8% |
| 7D | +0.4% | +13.3% | -12.9% | +0.4% |
| 30D | +10.1% | +14.8% | -4.7% | +10.1% |
| 3M | -3.7% | +11.9% | -15.6% | -3.6% |
| 6M | +4.3% | +42.4% | -38.1% | +4.3% |
| YTD | -19.8% | +87.4% | -107.2% | -19.9% |
| 1Y | -20.5% | +97.2% | -117.7% | -20.5% |
| 3Y | -38.3% | +375.7% | -414.0% | -38.6% |
| 5Y | -32.2% | +379.0% | -411.2% | -32.4% |
| All | -26.6% | +287.3% | -314.0% | -28.4% |
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