+344.0%
GS vs ROIV
+264.1%
+79.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.5% | +3.0% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | +3.9% | +6.8% | -3.0% | +3.2% |
| 3M | -11.4% | +10.5% | -22.0% | -12.5% |
| 6M | +3.7% | +34.8% | -31.1% | +0.5% |
| YTD | +7.1% | +76.2% | -69.1% | +1.2% |
| 1Y | +19.7% | +92.4% | -72.7% | +12.2% |
| 3Y | +202.8% | +312.0% | -109.1% | +167.6% |
| 5Y | +156.7% | +388.3% | -231.5% | +112.8% |
| All | +344.0% | +264.1% | +79.9% | +270.3% |
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 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