+336.8%
ROIV vs GFI
+214.8%
+122.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +1.7% | -8.7% | +10.4% | +2.7% |
| 30D | +17.6% | +0.6% | +17.0% | +17.4% |
| 3M | +9.0% | -7.5% | +16.4% | +9.5% |
| 6M | +35.3% | -18.3% | +53.6% | +37.2% |
| YTD | +82.2% | -13.8% | +96.0% | +83.2% |
| 1Y | +92.3% | -8.8% | +101.1% | +92.4% |
| 3Y | +336.8% | +215.8% | +120.9% | +290.4% |
| All | +336.8% | +214.8% | +122.0% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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