+578.9%
ROIV vs GTLB
-50.0%
+628.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -5.4% | +24.1% | +19.7% |
| 7D | +20.2% | +4.6% | +15.6% | +18.8% |
| 30D | +14.1% | +21.0% | -6.8% | +9.6% |
| 3M | +45.6% | +51.7% | -6.1% | +33.5% |
| 6M | +44.1% | +89.3% | -45.2% | +25.4% |
| YTD | +91.2% | +25.6% | +65.5% | +78.7% |
| 1Y | +221.3% | -1.5% | +222.8% | +212.0% |
| 3Y | +229.2% | -9.9% | +239.1% | +205.3% |
| All | +578.9% | -50.0% | +628.9% | +501.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling