+82.8%
GM vs ROIV
+316.9%
-234.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +18.8% | -21.0% | -4.3% |
| 7D | +0.4% | +20.2% | -19.8% | -1.9% |
| 30D | -1.8% | +14.1% | -16.0% | -3.6% |
| 3M | +2.6% | +45.6% | -43.0% | -2.2% |
| 6M | +14.6% | +44.1% | -29.6% | +9.1% |
| YTD | +6.2% | +91.2% | -85.0% | -2.4% |
| 1Y | +48.7% | +221.3% | -172.6% | +28.2% |
| 3Y | +168.3% | +229.2% | -60.9% | +127.2% |
| 5Y | +82.8% | +316.5% | -233.7% | +31.1% |
| All | +82.8% | +316.9% | -234.1% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling