+173.4%
OVV vs GFI
+592.2%
-418.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +7.0% | +3.0% |
| 7D | +6.5% | -5.4% | +12.0% | +7.3% |
| 30D | -2.7% | -1.5% | -1.1% | -2.9% |
| 3M | +3.1% | -10.2% | +13.3% | +3.9% |
| 6M | +12.8% | -19.3% | +32.1% | +14.4% |
| YTD | +68.1% | -13.7% | +81.9% | +65.2% |
| 1Y | +73.6% | -12.1% | +85.8% | +69.7% |
| 3Y | +57.6% | +208.4% | -150.8% | +16.9% |
| 5Y | +104.5% | +301.4% | -196.9% | +38.1% |
| 10Y | +58.4% | +1,285.2% | -1,226.8% | -28.0% |
| All | +173.4% | +592.2% | -418.8% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling