+293.7%
ROIV vs GNRC
-13.7%
+307.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | +19.0% | -0.7% | +19.7% | +19.2% |
| 30D | +16.1% | -15.8% | +32.0% | +19.8% |
| 3M | +44.1% | -24.0% | +68.1% | +50.5% |
| 6M | +37.8% | -13.8% | +51.6% | +39.4% |
| YTD | +88.7% | +33.2% | +55.4% | +74.7% |
| 1Y | +197.3% | -1.8% | +199.1% | +189.7% |
| 3Y | +224.9% | +57.7% | +167.2% | +181.3% |
| 5Y | +311.0% | -59.7% | +370.8% | +281.1% |
| All | +293.7% | -13.7% | +307.3% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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