+536.3%
ROIV vs GTLB
-49.0%
+585.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.5% |
| 7D | +5.3% | -11.1% | +16.4% | +7.6% |
| 30D | +11.9% | -7.5% | +19.4% | +13.3% |
| 3M | +10.7% | +34.8% | -24.1% | +4.0% |
| 6M | +34.9% | +98.0% | -63.1% | +16.7% |
| YTD | +79.2% | +28.1% | +51.0% | +66.5% |
| 1Y | +89.0% | +5.6% | +83.5% | +81.5% |
| 3Y | +337.3% | +15.9% | +321.4% | +284.9% |
| 5Y | +402.3% | -61.1% | +463.4% | +322.4% |
| All | +536.3% | -49.0% | +585.3% | +460.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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