+58.4%
OVV vs GFI
+214.8%
-156.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +8.0% | -8.7% | +16.8% | +8.1% |
| 30D | -2.0% | +0.6% | -2.6% | -2.1% |
| 3M | +5.4% | -7.5% | +12.9% | +5.5% |
| 6M | +14.3% | -18.3% | +32.6% | +15.1% |
| YTD | +69.4% | -13.8% | +83.2% | +68.2% |
| 1Y | +72.4% | -8.8% | +81.2% | +69.9% |
| 3Y | +58.4% | +215.8% | -157.5% | +28.9% |
| All | +58.4% | +214.8% | -156.5% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling