+52.3%
GM vs ROIV
+177.7%
-125.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +1.7% | +0.6% | +1.1% | +1.7% |
| 30D | -1.6% | +1.0% | -2.5% | -1.8% |
| 3M | +5.7% | +18.3% | -12.6% | +3.5% |
| 6M | +12.2% | +18.3% | -6.2% | +9.2% |
| YTD | +8.4% | +61.0% | -52.6% | +4.7% |
| 1Y | +52.3% | +177.9% | -125.6% | +41.2% |
| All | +52.3% | +177.7% | -125.4% | +41.2% |
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