+471.7%
ROIV vs GTLB
-47.1%
+518.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.3% |
| 7D | +0.6% | +11.1% | -10.4% | -1.4% |
| 30D | +1.0% | +37.8% | -36.9% | -5.2% |
| 3M | +18.3% | +61.6% | -43.3% | +7.4% |
| 6M | +18.3% | +98.9% | -80.6% | +2.2% |
| YTD | +61.0% | +32.8% | +28.2% | +49.3% |
| 1Y | +177.9% | +14.7% | +163.2% | +162.4% |
| 3Y | +199.1% | +1.3% | +197.7% | +171.2% |
| All | +471.7% | -47.1% | +518.8% | +402.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling