+233.0%
GM vs OVV
+57.3%
+175.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | -1.1% | -2.9% | +1.8% | -0.4% |
| 30D | -3.4% | +0.9% | -4.3% | -3.7% |
| 3M | +8.7% | +11.0% | -2.4% | +5.5% |
| 6M | +15.4% | +22.3% | -6.9% | +8.4% |
| YTD | +6.6% | +65.1% | -58.5% | -7.2% |
| 1Y | +51.5% | +53.1% | -1.6% | +33.6% |
| 3Y | +169.3% | +46.7% | +122.6% | +134.5% |
| 5Y | +81.6% | +155.5% | -73.9% | +32.4% |
| All | +233.0% | +57.3% | +175.7% | +81.2% |
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