+298.8%
ROIV vs GRMN
+156.8%
+142.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.5% | +19.2% | +18.9% |
| 7D | +20.2% | +0.2% | +20.0% | +20.1% |
| 30D | +14.1% | -11.3% | +25.5% | +18.1% |
| 3M | +45.6% | +17.7% | +27.9% | +37.4% |
| 6M | +44.1% | +14.2% | +30.0% | +37.1% |
| YTD | +91.2% | +37.0% | +54.1% | +71.1% |
| 1Y | +221.3% | +17.0% | +204.3% | +200.4% |
| 3Y | +229.2% | +183.2% | +46.0% | +106.6% |
| 5Y | +316.5% | +77.3% | +239.2% | +150.9% |
| All | +298.8% | +156.8% | +142.0% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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