+235.9%
ROIV vs GPC
+66.7%
+169.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +0.6% | +1.2% | -0.6% | +0.4% |
| 30D | +1.0% | +6.0% | -5.0% | -0.3% |
| 3M | +18.3% | +42.6% | -24.3% | +8.9% |
| 6M | +18.3% | +22.8% | -4.4% | +12.3% |
| YTD | +61.0% | +15.5% | +45.5% | +53.5% |
| 1Y | +177.9% | +2.0% | +175.8% | +172.4% |
| 3Y | +199.1% | -1.4% | +200.5% | +188.7% |
| 5Y | +250.7% | +30.6% | +220.1% | +234.7% |
| All | +235.9% | +66.7% | +169.2% | +227.4% |
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