+235.9%
ROIV vs GRMN
+158.1%
+77.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.6% | -2.9% | +3.5% | +1.5% |
| 30D | +1.0% | -8.4% | +9.4% | +3.5% |
| 3M | +18.3% | +15.0% | +3.3% | +12.5% |
| 6M | +18.3% | +11.2% | +7.1% | +13.5% |
| YTD | +61.0% | +37.7% | +23.3% | +43.9% |
| 1Y | +177.9% | +18.5% | +159.4% | +158.8% |
| 3Y | +199.1% | +175.8% | +23.3% | +90.2% |
| 5Y | +250.7% | +75.1% | +175.6% | +111.5% |
| All | +235.9% | +158.1% | +77.8% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling