+155.0%
OVV vs GAP
+158.2%
-3.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.6% |
| 7D | -16.7% | -3.8% | -12.9% | -15.9% |
| 30D | -1.5% | -9.0% | +7.5% | +0.8% |
| 3M | +1.6% | +5.5% | -3.9% | -1.4% |
| 6M | +2.0% | -11.1% | +13.1% | +2.6% |
| YTD | +56.8% | -13.6% | +70.4% | +56.5% |
| 1Y | +64.8% | -2.9% | +67.7% | +57.8% |
| 3Y | +38.3% | +69.6% | -31.3% | -1.3% |
| 5Y | +84.9% | +5.4% | +79.5% | +42.3% |
| 10Y | +54.5% | +17.8% | +36.7% | +4.7% |
| All | +155.0% | +158.2% | -3.2% | +18.7% |
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 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