+183.3%
ROIV vs GWRE
-44.7%
+227.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +16.9% | -13.2% | +30.1% | +16.0% |
| 30D | +12.9% | -18.6% | +31.5% | +11.9% |
| 3M | +37.3% | +18.9% | +18.4% | +34.7% |
| 6M | +38.0% | -11.0% | +48.9% | +37.6% |
| YTD | +88.1% | -29.9% | +118.0% | +90.2% |
| 1Y | +183.3% | -44.3% | +227.6% | +192.3% |
| All | +183.3% | -44.7% | +227.9% | +192.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling