+162.0%
OVV vs GFI
+512.6%
-350.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -3.8% | +4.7% | -8.5% | -4.2% |
| 30D | +1.3% | +14.4% | -13.2% | 0.0% |
| 3M | +14.3% | +32.5% | -18.2% | +10.9% |
| 6M | +21.1% | -7.2% | +28.3% | +21.2% |
| YTD | +66.0% | +10.9% | +55.2% | +61.1% |
| 1Y | +59.3% | +35.5% | +23.8% | +49.0% |
| 3Y | +47.6% | +312.1% | -264.6% | +10.9% |
| 5Y | +162.0% | +524.6% | -362.6% | +85.1% |
| All | +162.0% | +512.6% | -350.6% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling