-12.1%
GFS vs OVV
+84.4%
-96.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.2% |
| 7D | -5.3% | -7.3% | +2.0% | -3.5% |
| 30D | -15.8% | -3.6% | -12.2% | -15.2% |
| 3M | -18.6% | -2.6% | -16.0% | -18.5% |
| 6M | -45.0% | +7.6% | -52.6% | -46.7% |
| YTD | +16.8% | +59.6% | -42.8% | +0.2% |
| 1Y | +17.8% | +62.2% | -44.4% | +0.4% |
| 3Y | -21.5% | +49.6% | -71.1% | -33.6% |
| 5Y | -29.3% | +98.9% | -128.3% | -46.6% |
| All | -12.1% | +84.4% | -96.5% | -32.1% |
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