+488.8%
GS vs OVV
+51.1%
+437.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -5.8% |
| 7D | -6.3% | -14.9% | +8.6% | -3.2% |
| 30D | -3.1% | -0.9% | -2.2% | -3.2% |
| 3M | -17.7% | +5.6% | -23.2% | -19.1% |
| 6M | -4.6% | -2.5% | -2.1% | -5.1% |
| YTD | +0.3% | +57.8% | -57.5% | -11.3% |
| 1Y | +11.7% | +70.1% | -58.3% | -3.1% |
| 3Y | +183.6% | +35.1% | +148.4% | +154.1% |
| 5Y | +141.0% | +86.1% | +54.9% | +91.4% |
| All | +488.8% | +51.1% | +437.8% | +246.3% |
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