+526.0%
GLW vs OVV
+58.9%
+467.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.4% |
| 7D | +7.7% | +8.0% | -0.3% | +6.4% |
| 30D | -18.8% | -2.0% | -16.8% | -18.6% |
| 3M | -27.7% | +5.4% | -33.2% | -28.6% |
| 6M | -44.4% | +14.3% | -58.7% | -46.1% |
| YTD | +31.3% | +69.4% | -38.1% | +18.2% |
| 1Y | +40.0% | +72.4% | -32.3% | +25.5% |
| 3Y | +339.2% | +58.4% | +280.9% | +292.2% |
| 5Y | +229.2% | +106.1% | +123.1% | +171.5% |
| All | +526.0% | +58.9% | +467.1% | +333.0% |
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