+336.8%
ROIV vs GWRE
+74.3%
+262.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.1% |
| 7D | +1.7% | -2.0% | +3.6% | +1.7% |
| 30D | +17.6% | -4.1% | +21.6% | +17.7% |
| 3M | +9.0% | -13.4% | +22.3% | +9.4% |
| 6M | +35.3% | +26.0% | +9.3% | +30.1% |
| YTD | +82.2% | -21.3% | +103.5% | +85.8% |
| 1Y | +92.3% | -27.5% | +119.8% | +98.5% |
| 3Y | +336.8% | +72.7% | +264.1% | +271.9% |
| All | +336.8% | +74.3% | +262.5% | +271.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling