+260.4%
ROIV vs GFI
+305.6%
-45.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.4% | +19.2% | +18.8% |
| 7D | +20.2% | +5.7% | +14.5% | +19.4% |
| 30D | +14.1% | +15.6% | -1.5% | +12.2% |
| 3M | +45.6% | +31.5% | +14.1% | +40.5% |
| 6M | +44.1% | -3.7% | +47.8% | +43.2% |
| YTD | +91.2% | +11.2% | +79.9% | +87.3% |
| 1Y | +221.3% | +36.4% | +184.9% | +208.5% |
| All | +260.4% | +305.6% | -45.2% | +213.1% |
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