-19.4%
GFS vs OVV
+45.7%
-65.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.0% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | -8.6% | +11.7% | -20.3% | -11.6% |
| 3M | -46.5% | +9.8% | -56.3% | -48.2% |
| 6M | -4.8% | +26.6% | -31.4% | -12.9% |
| YTD | +29.7% | +67.0% | -37.4% | +7.3% |
| 1Y | +35.8% | +55.9% | -20.1% | +14.4% |
| All | -19.4% | +45.7% | -65.0% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling