+80.5%
GM vs OVV
+162.0%
-81.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -1.1% | -3.8% | +2.7% | -0.2% |
| 30D | -4.6% | +1.3% | -5.9% | -4.9% |
| 3M | +0.2% | +14.3% | -14.1% | -3.6% |
| 6M | +12.6% | +21.1% | -8.5% | +5.4% |
| YTD | +3.7% | +66.0% | -62.3% | -11.5% |
| 1Y | +45.6% | +59.3% | -13.7% | +25.0% |
| 3Y | +162.0% | +47.6% | +114.4% | +122.7% |
| 5Y | +80.5% | +162.0% | -81.5% | +13.5% |
| All | +80.5% | +162.0% | -81.5% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling