-20.1%
GIS vs ROIV
+221.6%
-241.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.8% | -20.3% | -0.2% |
| 7D | -8.3% | +20.2% | -28.4% | -7.0% |
| 30D | +2.2% | +14.1% | -12.0% | +3.3% |
| 3M | +15.7% | +45.6% | -29.9% | +18.0% |
| 6M | -12.0% | +44.1% | -56.1% | -10.2% |
| YTD | -15.0% | +91.2% | -106.1% | -12.2% |
| 1Y | -20.1% | +221.3% | -241.4% | -17.9% |
| All | -20.1% | +221.6% | -241.7% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling