+493.9%
GLW vs OVV
+50.1%
+443.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.7% |
| 7D | -13.9% | -16.7% | +2.7% | -11.3% |
| 30D | -35.0% | -1.5% | -33.5% | -34.9% |
| 3M | -32.4% | +1.6% | -33.9% | -32.9% |
| 6M | -41.3% | +2.0% | -43.4% | -42.0% |
| YTD | +21.8% | +56.8% | -35.0% | +11.1% |
| 1Y | +21.8% | +64.8% | -43.0% | +9.9% |
| 3Y | +307.7% | +38.3% | +269.4% | +272.3% |
| 5Y | +213.7% | +84.9% | +128.8% | +163.3% |
| All | +493.9% | +50.1% | +443.8% | +316.1% |
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