-39.0%
GIS vs ROIV
+357.5%
-396.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.4% |
| 7D | -3.4% | +1.7% | -5.0% | -3.3% |
| 30D | +6.9% | +17.6% | -10.7% | +6.9% |
| 3M | -10.1% | +9.0% | -19.1% | -10.1% |
| 6M | +5.9% | +35.3% | -29.4% | +5.2% |
| YTD | -21.1% | +82.2% | -103.3% | -22.6% |
| 1Y | -22.5% | +92.3% | -114.8% | -24.3% |
| 3Y | -39.0% | +336.8% | -375.8% | -45.0% |
| All | -39.0% | +357.5% | -396.5% | -45.0% |
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