-18.0%
GIS vs OVV
+48.9%
-66.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +0.4% | -10.7% | +11.1% | +0.5% |
| 30D | +10.1% | -5.3% | +15.4% | +10.1% |
| 3M | -3.7% | +2.4% | -6.0% | -3.7% |
| 6M | +4.3% | +5.7% | -1.4% | +4.1% |
| YTD | -19.8% | +56.8% | -76.6% | -20.4% |
| 1Y | -20.5% | +59.3% | -79.7% | -21.1% |
| 3Y | -38.3% | +49.0% | -87.3% | -38.9% |
| 5Y | -32.2% | +88.1% | -120.3% | -33.3% |
| 10Y | -18.0% | +42.5% | -60.5% | -21.3% |
| All | -18.0% | +48.9% | -66.8% | -21.3% |
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