+311.0%
ROIV vs GWRE
+14.4%
+296.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | +19.0% | -30.9% | +49.9% | +27.6% |
| 30D | +16.1% | -20.7% | +36.8% | +20.2% |
| 3M | +44.1% | +20.2% | +23.9% | +32.2% |
| 6M | +37.8% | -11.9% | +49.7% | +35.6% |
| YTD | +88.7% | -30.3% | +119.0% | +99.0% |
| 1Y | +197.3% | -44.6% | +242.0% | +238.8% |
| 3Y | +224.9% | +48.8% | +176.1% | +121.9% |
| 5Y | +311.0% | +14.8% | +296.3% | +152.7% |
| All | +311.0% | +14.4% | +296.6% | +152.7% |
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