+389.2%
ROIV vs GWRE
+26.4%
+362.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.9% |
| 7D | +1.7% | -2.0% | +3.6% | +2.0% |
| 30D | +17.6% | -4.1% | +21.6% | +18.1% |
| 3M | +9.0% | -13.4% | +22.3% | +10.2% |
| 6M | +35.3% | +26.0% | +9.3% | +21.3% |
| YTD | +82.2% | -21.3% | +103.5% | +86.4% |
| 1Y | +92.3% | -27.5% | +119.8% | +102.1% |
| 3Y | +336.8% | +72.7% | +264.1% | +184.4% |
| All | +389.2% | +26.4% | +362.9% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling