+139.3%
GS vs OVV
+84.0%
+55.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -3.2% | -16.7% | +13.5% | +0.4% |
| 30D | -2.4% | -1.5% | -0.9% | -2.4% |
| 3M | -15.7% | +1.6% | -17.3% | -16.5% |
| 6M | -6.8% | +2.0% | -8.8% | -8.2% |
| YTD | -0.1% | +56.8% | -56.9% | -12.5% |
| 1Y | +12.1% | +64.8% | -52.7% | -3.4% |
| 3Y | +185.8% | +38.3% | +147.5% | +150.5% |
| All | +139.3% | +84.0% | +55.3% | +85.8% |
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