+315.7%
GS vs ROIV
+248.8%
+66.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.2% | -6.0% |
| 7D | -6.3% | -2.4% | -3.9% | -6.1% |
| 30D | -3.1% | +3.1% | -6.2% | -3.4% |
| 3M | -17.7% | +5.8% | -23.5% | -18.3% |
| 6M | -4.6% | +29.3% | -33.9% | -7.1% |
| YTD | +0.3% | +68.8% | -68.5% | -4.8% |
| 1Y | +11.7% | +81.0% | -69.3% | +5.4% |
| 3Y | +183.6% | +294.6% | -111.0% | +151.7% |
| 5Y | +141.0% | +373.1% | -232.2% | +100.7% |
| All | +315.7% | +248.8% | +66.9% | +248.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling