+584.3%
ROIV vs GTLB
-50.8%
+635.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | +22.3% | -6.6% | +28.9% | +23.6% |
| 30D | +16.9% | +13.7% | +3.1% | +13.5% |
| 3M | +43.9% | +52.9% | -9.0% | +31.8% |
| 6M | +41.6% | +88.5% | -46.9% | +23.2% |
| YTD | +92.7% | +23.4% | +69.2% | +80.7% |
| 1Y | +210.2% | -3.8% | +214.0% | +202.4% |
| 3Y | +231.8% | -11.5% | +243.3% | +208.7% |
| All | +584.3% | -50.8% | +635.1% | +508.2% |
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