+185.7%
GS vs ROIV
+250.7%
-65.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +0.9% | +0.6% | +0.3% | +0.9% |
| 30D | -1.6% | +1.0% | -2.5% | -1.7% |
| 3M | -4.5% | +18.3% | -22.8% | -6.0% |
| 6M | +20.9% | +18.3% | +2.5% | +18.7% |
| YTD | +19.9% | +61.0% | -41.1% | +14.4% |
| 1Y | +41.4% | +177.9% | -136.5% | +28.9% |
| 3Y | +239.2% | +199.1% | +40.1% | +204.7% |
| All | +185.7% | +250.7% | -65.0% | +131.2% |
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