+239.5%
GM vs OVV
-31.1%
+270.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -0.2% | +8.0% | -8.2% | -1.9% |
| 30D | +3.6% | -2.0% | +5.6% | +3.7% |
| 3M | -0.2% | +5.4% | -5.7% | -1.9% |
| 6M | +13.9% | +14.3% | -0.3% | +9.3% |
| YTD | +6.5% | +69.4% | -63.0% | -7.7% |
| 1Y | +20.7% | +72.4% | -51.7% | +4.0% |
| 3Y | +229.5% | +58.4% | +171.1% | +183.1% |
| 5Y | +41.5% | +106.1% | -64.6% | +9.8% |
| 10Y | +204.8% | +59.6% | +145.2% | +79.6% |
| All | +239.5% | -31.1% | +270.7% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling