+284.5%
ROIV vs GPC
+48.3%
+236.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | +9.2% | -1.3% | +10.5% | +9.5% |
| 30D | +19.9% | -6.0% | +25.9% | +21.2% |
| 3M | +10.6% | -7.6% | +18.2% | +11.9% |
| 6M | +36.1% | +24.2% | +11.8% | +28.4% |
| YTD | +84.3% | +2.7% | +81.6% | +79.3% |
| 1Y | +87.6% | +0.2% | +87.4% | +83.5% |
| 3Y | +353.9% | -0.8% | +354.7% | +333.3% |
| 5Y | +376.1% | +4.4% | +371.6% | +361.7% |
| All | +284.5% | +48.3% | +236.2% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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