+185.7%
GS vs OVV
+160.2%
+25.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +0.9% | +0.3% | +0.7% | +0.8% |
| 30D | -1.6% | +11.7% | -13.3% | -4.1% |
| 3M | -4.5% | +9.8% | -14.3% | -6.9% |
| 6M | +20.9% | +26.6% | -5.7% | +12.9% |
| YTD | +19.9% | +67.0% | -47.1% | +4.0% |
| 1Y | +41.4% | +55.9% | -14.5% | +24.2% |
| 3Y | +239.2% | +45.5% | +193.7% | +194.6% |
| All | +185.7% | +160.2% | +25.5% | +93.7% |
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