+296.1%
ROIV vs GPC
+50.5%
+245.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +14.3% | +0.4% | +13.9% | +14.2% |
| 30D | +16.2% | -1.8% | +18.0% | +16.5% |
| 3M | +15.1% | -6.6% | +21.7% | +16.3% |
| 6M | +44.2% | +21.3% | +22.9% | +36.8% |
| YTD | +89.8% | +4.3% | +85.5% | +84.1% |
| 1Y | +94.6% | +3.3% | +91.3% | +89.1% |
| 3Y | +367.5% | +0.8% | +366.8% | +345.0% |
| 5Y | +421.4% | +7.4% | +414.0% | +404.2% |
| All | +296.1% | +50.5% | +245.5% | +292.9% |
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