+260.4%
ROIV vs GNRC
+64.4%
+196.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.5% | +17.2% | +18.5% |
| 7D | +20.2% | +4.8% | +15.3% | +19.1% |
| 30D | +14.1% | -10.4% | +24.5% | +16.4% |
| 3M | +45.6% | -28.5% | +74.1% | +53.8% |
| 6M | +44.1% | -6.8% | +50.9% | +43.0% |
| YTD | +91.2% | +39.5% | +51.7% | +72.2% |
| 1Y | +221.3% | +3.4% | +217.9% | +207.2% |
| All | +260.4% | +64.4% | +196.0% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling