+263.2%
ROIV vs GWRE
+51.5%
+211.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.8% | +1.0% |
| 7D | +22.3% | -26.2% | +48.5% | +24.2% |
| 30D | +16.9% | -17.8% | +34.6% | +17.5% |
| 3M | +43.9% | +14.2% | +29.7% | +39.3% |
| 6M | +41.6% | -12.9% | +54.5% | +41.1% |
| YTD | +92.7% | -29.2% | +121.9% | +97.7% |
| 1Y | +210.2% | -44.4% | +254.6% | +231.2% |
| All | +263.2% | +51.5% | +211.8% | +190.4% |
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