-10.3%
GFS vs OVV
+95.7%
-106.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | +7.4% | +8.0% | -0.7% | +5.4% |
| 30D | -15.3% | -2.0% | -13.2% | -15.0% |
| 3M | -21.1% | +5.4% | -26.5% | -22.5% |
| 6M | -44.5% | +14.3% | -58.8% | -47.0% |
| YTD | +19.2% | +69.4% | -50.2% | +0.8% |
| 1Y | +27.2% | +72.4% | -45.1% | +6.9% |
| 3Y | -20.1% | +58.4% | -78.5% | -33.3% |
| 5Y | -25.6% | +106.1% | -131.7% | -44.2% |
| All | -10.3% | +95.7% | -106.0% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling