+1,083.6%
ROIV vs GGLL
+194.0%
+889.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +14.3% | +5.1% | +9.2% | +13.9% |
| 30D | +16.2% | -35.5% | +51.7% | +19.9% |
| 3M | +15.1% | -39.2% | +54.3% | +19.2% |
| 6M | +44.2% | -54.4% | +98.6% | +52.6% |
| YTD | +89.8% | -29.8% | +119.7% | +91.7% |
| 1Y | +94.6% | -20.4% | +115.0% | +93.7% |
| 3Y | +367.5% | +149.7% | +217.8% | +317.0% |
| All | +1,083.6% | +194.0% | +889.6% | +1,060.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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