+171.6%
OVV vs GAP
+167.7%
+4.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +0.3% | -4.5% | +4.7% | +1.6% |
| 30D | +11.7% | +9.0% | +2.7% | +8.2% |
| 3M | +9.8% | +5.0% | +4.8% | +6.9% |
| 6M | +26.6% | -17.8% | +44.4% | +30.1% |
| YTD | +67.0% | -10.4% | +77.4% | +66.3% |
| 1Y | +55.9% | -3.4% | +59.3% | +50.1% |
| 3Y | +45.5% | +111.5% | -66.0% | -3.4% |
| 5Y | +157.3% | +8.8% | +148.5% | +97.2% |
| 10Y | +65.0% | +32.9% | +32.1% | +8.3% |
| All | +171.6% | +167.7% | +4.0% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling