+584.9%
ROIV vs GTLB
-49.8%
+634.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | +9.5% | -9.6% | +19.1% | +11.4% |
| 30D | +21.0% | -15.5% | +36.5% | +24.5% |
| 3M | +18.7% | +12.4% | +6.4% | +15.3% |
| 6M | +44.5% | +84.6% | -40.0% | +26.7% |
| YTD | +92.9% | +26.1% | +66.8% | +79.7% |
| 1Y | +100.2% | +1.7% | +98.5% | +93.6% |
| 3Y | +375.0% | +6.1% | +369.0% | +326.0% |
| 5Y | +435.2% | -61.1% | +496.3% | +352.5% |
| All | +584.9% | -49.8% | +634.7% | +504.8% |
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