+60.2%
OVV vs GAP
-3.2%
+63.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.7% | +1.7% | -5.5% | -3.6% |
| 30D | +8.0% | +9.3% | -1.3% | +8.6% |
| 3M | +11.3% | +6.1% | +5.2% | +12.0% |
| 6M | +24.0% | -2.3% | +26.3% | +23.9% |
| YTD | +65.3% | -10.6% | +75.9% | +66.6% |
| 1Y | +60.2% | -4.4% | +64.6% | +53.4% |
| All | +60.2% | -3.2% | +63.4% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling