+291.1%
ROIV vs CG
+72.6%
+218.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.6% | -2.0% | +2.5% |
| 7D | +13.3% | +3.0% | +10.3% | +12.3% |
| 30D | +14.8% | +10.1% | +4.6% | +11.2% |
| 3M | +11.9% | -10.8% | +22.7% | +15.4% |
| 6M | +42.4% | -15.2% | +57.6% | +48.6% |
| YTD | +87.4% | -26.9% | +114.3% | +104.2% |
| 1Y | +97.2% | -17.0% | +114.3% | +105.6% |
| 3Y | +375.7% | +54.6% | +321.0% | +273.8% |
| 5Y | +379.0% | -16.7% | +395.8% | +318.9% |
| All | +291.1% | +72.6% | +218.4% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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