-16.4%
GIS vs OVV
+46.5%
-62.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | +1.5% | -7.3% | +8.8% | +1.6% |
| 30D | +9.2% | -3.6% | +12.8% | +9.2% |
| 3M | -5.4% | -2.6% | -2.7% | -5.4% |
| 6M | +3.4% | +7.6% | -4.1% | +3.3% |
| YTD | -20.5% | +59.6% | -80.1% | -21.1% |
| 1Y | -20.0% | +62.2% | -82.2% | -20.7% |
| 3Y | -38.6% | +49.6% | -88.2% | -39.2% |
| 5Y | -33.1% | +98.9% | -132.0% | -34.2% |
| 10Y | -16.4% | +45.1% | -61.5% | -19.6% |
| All | -16.4% | +46.5% | -62.9% | -19.6% |
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