+273.8%
ROIV vs GAP
+27.0%
+246.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.1% | +10.3% | +6.7% |
| 7D | +5.3% | -3.8% | +9.1% | +5.8% |
| 30D | +11.9% | -9.0% | +20.9% | +13.2% |
| 3M | +10.7% | +5.5% | +5.3% | +9.4% |
| 6M | +34.9% | -11.1% | +46.0% | +35.8% |
| YTD | +79.2% | -13.6% | +92.7% | +80.2% |
| 1Y | +89.0% | -2.9% | +91.9% | +86.8% |
| 3Y | +337.3% | +69.6% | +267.7% | +280.5% |
| 5Y | +402.3% | +5.4% | +396.9% | +330.4% |
| All | +273.8% | +27.0% | +246.8% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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