+121.6%
GLD vs OVV
+85.0%
+36.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.9% | -10.7% | +15.7% | +5.4% |
| 30D | -1.3% | -5.3% | +4.0% | -1.2% |
| 3M | -4.8% | +2.4% | -7.1% | -5.0% |
| 6M | -12.5% | +5.7% | -18.2% | -12.9% |
| YTD | -4.2% | +56.8% | -61.0% | -6.9% |
| 1Y | +3.0% | +59.3% | -56.2% | +0.1% |
| 3Y | +109.1% | +49.0% | +60.1% | +102.2% |
| 5Y | +121.6% | +88.1% | +33.4% | +113.3% |
| All | +121.6% | +85.0% | +36.5% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling