+399.9%
GH vs OVV
+18.2%
+381.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | -2.1% | -3.7% | +1.6% | -1.4% |
| 30D | -4.5% | +8.0% | -12.4% | -5.8% |
| 3M | +28.9% | +11.3% | +17.6% | +26.0% |
| 6M | +76.5% | +24.0% | +52.5% | +68.2% |
| YTD | +57.6% | +65.3% | -7.7% | +42.0% |
| 1Y | +167.5% | +60.2% | +107.4% | +141.4% |
| 3Y | +377.4% | +46.9% | +330.5% | +330.3% |
| 5Y | +23.8% | +158.7% | -134.9% | +1.7% |
| All | +399.9% | +18.2% | +381.7% | +363.2% |
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