+55.9%
OVV vs GGLL
+80.0%
-24.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -2.0% |
| 7D | +0.3% | -4.8% | +5.0% | -0.2% |
| 30D | +11.7% | -13.7% | +25.4% | +10.2% |
| 3M | +9.8% | -21.9% | +31.6% | +7.9% |
| 6M | +26.6% | +11.7% | +14.9% | +29.5% |
| YTD | +67.0% | +2.3% | +64.7% | +69.7% |
| 1Y | +55.9% | +76.2% | -20.3% | +55.2% |
| All | +55.9% | +80.0% | -24.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling