+11.7%
GS vs OVV
+72.9%
-61.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -6.8% |
| 7D | -6.3% | -14.9% | +8.6% | -8.6% |
| 30D | -3.1% | -0.9% | -2.2% | -3.3% |
| 3M | -17.7% | +5.6% | -23.2% | -16.6% |
| 6M | -4.6% | -2.5% | -2.1% | -4.6% |
| YTD | +0.3% | +57.8% | -57.5% | +3.6% |
| 1Y | +11.7% | +70.1% | -58.3% | +15.2% |
| All | +11.7% | +72.9% | -61.2% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling