+35.8%
GFS vs OVV
+61.5%
-25.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.5% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | -8.6% | +11.7% | -20.3% | -8.3% |
| 3M | -46.5% | +9.8% | -56.3% | -46.3% |
| 6M | -4.8% | +26.6% | -31.4% | -6.2% |
| YTD | +29.7% | +67.0% | -37.4% | +23.7% |
| 1Y | +35.8% | +55.9% | -20.1% | +27.5% |
| All | +35.8% | +61.5% | -25.7% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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