+109.0%
GM vs ROIV
+232.7%
-123.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | -1.4% | +1.0% | -2.3% | -1.6% |
| 3M | +5.9% | +18.3% | -12.4% | +3.6% |
| 6M | +12.4% | +18.3% | -5.9% | +9.7% |
| YTD | +8.6% | +61.0% | -52.3% | +1.9% |
| 1Y | +52.6% | +177.9% | -125.3% | +33.9% |
| 3Y | +169.7% | +199.1% | -29.4% | +131.3% |
| 5Y | +87.5% | +250.7% | -163.2% | +38.0% |
| All | +109.0% | +232.7% | -123.6% | +54.4% |
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