+50.8%
OVV vs GAP
+34.2%
+16.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.7% | +1.7% | -5.5% | -4.2% |
| 30D | +8.0% | +9.3% | -1.3% | +4.5% |
| 3M | +11.3% | +6.1% | +5.2% | +7.9% |
| 6M | +24.0% | -2.3% | +26.3% | +21.1% |
| YTD | +65.3% | -10.6% | +75.9% | +64.7% |
| 1Y | +60.2% | -4.4% | +64.6% | +54.4% |
| 3Y | +46.9% | +118.3% | -71.4% | -7.6% |
| 5Y | +158.7% | +12.2% | +146.5% | +91.8% |
| 10Y | +50.8% | +33.7% | +17.1% | -8.1% |
| All | +50.8% | +34.2% | +16.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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