+565.6%
ROIV vs GTLB
-50.0%
+615.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.0% |
| 7D | +13.3% | -9.6% | +22.9% | +15.3% |
| 30D | +14.8% | -14.5% | +29.2% | +17.8% |
| 3M | +11.9% | +20.9% | -9.0% | +7.2% |
| 6M | +42.4% | +81.4% | -39.0% | +25.3% |
| YTD | +87.4% | +25.6% | +61.9% | +74.8% |
| 1Y | +97.2% | +3.4% | +93.8% | +90.1% |
| 3Y | +375.7% | +8.9% | +366.8% | +324.1% |
| 5Y | +379.0% | -64.0% | +443.0% | +298.6% |
| All | +565.6% | -50.0% | +615.6% | +488.2% |
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