-21.0%
GIS vs ROIV
+232.7%
-253.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.5% |
| 7D | -7.8% | +0.6% | -8.5% | -7.8% |
| 30D | +6.6% | +1.0% | +5.6% | +6.6% |
| 3M | +21.0% | +18.3% | +2.7% | +20.9% |
| 6M | -9.1% | +18.3% | -27.4% | -9.1% |
| YTD | -13.6% | +61.0% | -74.6% | -13.7% |
| 1Y | -18.0% | +177.9% | -195.9% | -18.4% |
| 3Y | -33.7% | +199.1% | -232.7% | -34.0% |
| 5Y | -19.4% | +250.7% | -270.1% | -21.5% |
| All | -21.0% | +232.7% | -253.6% | -22.9% |
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 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