+100.2%
ROIV vs GTLB
+3.7%
+96.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.5% |
| 7D | +9.5% | -9.6% | +19.1% | +10.0% |
| 30D | +21.0% | -15.5% | +36.5% | +21.8% |
| 3M | +18.7% | +12.4% | +6.4% | +17.8% |
| 6M | +44.5% | +84.6% | -40.0% | +37.6% |
| YTD | +92.9% | +26.1% | +66.8% | +85.4% |
| 1Y | +100.2% | +1.7% | +98.5% | +88.1% |
| All | +100.2% | +3.7% | +96.5% | +88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling