+55.4%
OVV vs GFI
+1,081.9%
-1,026.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | -2.9% | -5.1% | +2.3% | -2.5% |
| 30D | +0.9% | +13.4% | -12.6% | -0.1% |
| 3M | +11.0% | +36.2% | -25.2% | +8.0% |
| 6M | +22.3% | -9.8% | +32.1% | +22.3% |
| YTD | +65.1% | +7.7% | +57.4% | +61.8% |
| 1Y | +53.1% | +27.2% | +25.9% | +47.0% |
| 3Y | +46.7% | +300.3% | -253.6% | +23.6% |
| 5Y | +155.5% | +539.8% | -384.3% | +104.2% |
| All | +55.4% | +1,081.9% | -1,026.4% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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