+336.8%
ROIV vs GTLB
+5.1%
+331.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.7% |
| 30D | +17.6% | -10.2% | +27.8% | +18.8% |
| 3M | +9.0% | +10.1% | -1.1% | +7.4% |
| 6M | +35.3% | +116.5% | -81.2% | +22.5% |
| YTD | +82.2% | +27.2% | +55.0% | +74.7% |
| 1Y | +92.3% | +8.6% | +83.7% | +87.5% |
| 3Y | +336.8% | +5.6% | +331.2% | +301.3% |
| All | +336.8% | +5.1% | +331.7% | +301.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling