+1,456.5%
GS vs OVV
+155.6%
+1,300.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.6% | +9.2% | +5.0% |
| 7D | +0.3% | -12.1% | +12.4% | +3.5% |
| 30D | +3.9% | +2.9% | +1.0% | +2.7% |
| 3M | -11.4% | +3.7% | -15.1% | -13.0% |
| 6M | +3.7% | +0.6% | +3.1% | +2.1% |
| YTD | +7.1% | +62.5% | -55.3% | -8.2% |
| 1Y | +19.7% | +72.0% | -52.4% | +0.6% |
| 3Y | +202.8% | +39.1% | +163.7% | +163.5% |
| 5Y | +156.7% | +98.5% | +58.2% | +89.9% |
| 10Y | +548.7% | +60.1% | +488.6% | +260.0% |
| All | +1,456.5% | +155.6% | +1,300.8% | +520.7% |
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 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