+186.8%
GS vs ROIV
+290.8%
-104.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.2% | -5.2% |
| 7D | -6.3% | -2.4% | -3.9% | -5.7% |
| 30D | -3.1% | +3.1% | -6.2% | -4.0% |
| 3M | -17.7% | +5.8% | -23.5% | -19.7% |
| 6M | -4.6% | +29.3% | -33.9% | -12.7% |
| YTD | +0.3% | +68.8% | -68.5% | -16.2% |
| 1Y | +11.7% | +81.0% | -69.3% | -9.1% |
| All | +186.8% | +290.8% | -104.0% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling