+158.3%
OVV vs GAP
+9.0%
+149.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +0.3% | -4.5% | +4.7% | +1.1% |
| 30D | +11.7% | +9.0% | +2.7% | +9.6% |
| 3M | +9.8% | +5.0% | +4.8% | +8.1% |
| 6M | +26.6% | -17.8% | +44.4% | +29.3% |
| YTD | +67.0% | -10.4% | +77.4% | +67.0% |
| 1Y | +55.9% | -3.4% | +59.3% | +52.2% |
| 3Y | +45.5% | +111.5% | -66.0% | +8.3% |
| All | +158.3% | +9.0% | +149.4% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling