+562.0%
GLW vs OVV
+51.8%
+510.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.4% | +6.9% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | -18.2% | -2.5% | -15.7% | -17.9% |
| 3M | -24.2% | +0.5% | -24.7% | -24.5% |
| 6M | -41.7% | +8.5% | -50.2% | -43.0% |
| YTD | +38.3% | +64.5% | -26.2% | +25.1% |
| 1Y | +38.2% | +64.7% | -26.5% | +24.8% |
| 3Y | +363.4% | +54.1% | +309.2% | +315.6% |
| 5Y | +254.6% | +95.4% | +159.1% | +195.0% |
| 10Y | +562.0% | +54.9% | +507.0% | +360.2% |
| All | +562.0% | +51.8% | +510.1% | +360.2% |
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