+168.3%
GM vs OVV
+47.2%
+121.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | +0.4% | -3.7% | +4.1% | +1.1% |
| 30D | -1.8% | +8.0% | -9.8% | -3.3% |
| 3M | +2.6% | +11.3% | -8.6% | +0.1% |
| 6M | +14.6% | +24.0% | -9.4% | +7.3% |
| YTD | +6.2% | +65.3% | -59.1% | -8.7% |
| 1Y | +48.7% | +60.2% | -11.5% | +28.2% |
| 3Y | +168.3% | +46.9% | +121.4% | +127.8% |
| All | +168.3% | +47.2% | +121.1% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling