-21.3%
GFS vs OVV
+82.3%
-103.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.9% | -7.0% | -9.2% |
| 7D | -20.7% | -14.9% | -5.8% | -17.6% |
| 30D | -25.2% | -0.9% | -24.3% | -25.2% |
| 3M | -26.3% | +5.6% | -31.9% | -27.9% |
| 6M | -50.7% | -2.5% | -48.2% | -51.0% |
| YTD | +4.5% | +57.8% | -53.3% | -10.1% |
| 1Y | +2.5% | +70.1% | -67.6% | -14.0% |
| 3Y | -30.9% | +35.1% | -66.1% | -40.1% |
| 5Y | -42.6% | +86.1% | -128.7% | -55.9% |
| All | -21.3% | +82.3% | -103.6% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling