+292.5%
ROIV vs GWRE
+11.9%
+280.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +16.9% | -13.2% | +30.1% | +19.8% |
| 30D | +12.9% | -18.6% | +31.5% | +16.0% |
| 3M | +37.3% | +18.9% | +18.4% | +26.8% |
| 6M | +38.0% | -11.0% | +48.9% | +35.5% |
| YTD | +88.1% | -29.9% | +118.0% | +97.5% |
| 1Y | +183.3% | -44.3% | +227.6% | +219.9% |
| 3Y | +254.6% | +51.7% | +203.0% | +150.6% |
| 5Y | +309.8% | +15.4% | +294.4% | +168.8% |
| All | +292.5% | +11.9% | +280.6% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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