+393.1%
GH vs OVV
+12.1%
+381.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.3% |
| 7D | -7.0% | -10.7% | +3.7% | -5.1% |
| 30D | -5.2% | -5.3% | +0.1% | -4.3% |
| 3M | -5.8% | +2.4% | -8.1% | -6.3% |
| 6M | +65.9% | +5.7% | +60.3% | +63.2% |
| YTD | +55.5% | +56.8% | -1.3% | +41.2% |
| 1Y | +64.2% | +59.3% | +4.9% | +48.4% |
| 3Y | +606.0% | +49.0% | +557.1% | +534.3% |
| 5Y | +47.3% | +88.1% | -40.8% | +26.6% |
| All | +393.1% | +12.1% | +381.0% | +360.6% |
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