-16.4%
GFS vs OVV
+81.1%
-97.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.9% | +6.4% |
| 7D | -7.8% | -16.7% | +8.8% | -3.7% |
| 30D | -19.7% | -1.5% | -18.2% | -19.5% |
| 3M | -23.1% | +1.6% | -24.7% | -24.0% |
| 6M | -46.4% | +2.0% | -48.4% | -47.4% |
| YTD | +11.0% | +56.8% | -45.8% | -4.4% |
| 1Y | +12.6% | +64.8% | -52.2% | -4.6% |
| 3Y | -24.9% | +38.3% | -63.2% | -35.3% |
| 5Y | -39.1% | +84.9% | -124.0% | -53.1% |
| All | -16.4% | +81.1% | -97.6% | -35.1% |
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