-36.9%
GIS vs ROIV
+314.9%
-351.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -2.6% |
| 7D | +3.6% | +5.3% | -1.8% | +3.5% |
| 30D | +13.9% | +11.9% | +2.0% | +13.9% |
| 3M | +0.3% | +10.7% | -10.4% | +0.3% |
| 6M | +5.0% | +34.9% | -29.9% | +4.3% |
| YTD | -18.4% | +79.2% | -97.5% | -19.9% |
| 1Y | -17.4% | +89.0% | -106.5% | -19.3% |
| 3Y | -36.9% | +337.3% | -374.3% | -42.0% |
| All | -36.9% | +314.9% | -351.9% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling