+105.4%
GM vs ROIV
+280.9%
-175.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.5% | -2.5% |
| 7D | -3.4% | +9.2% | -12.7% | -4.4% |
| 30D | +2.7% | +19.9% | -17.2% | +0.6% |
| 3M | -0.4% | +10.6% | -11.0% | -1.9% |
| 6M | +13.3% | +36.1% | -22.8% | +8.5% |
| YTD | +6.8% | +84.3% | -77.5% | -1.7% |
| 1Y | +21.1% | +87.6% | -66.5% | +11.2% |
| 3Y | +231.0% | +353.9% | -122.9% | +172.9% |
| 5Y | +41.9% | +376.1% | -334.1% | +1.5% |
| All | +105.4% | +280.9% | -175.4% | +49.0% |
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 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