+37.3%
OVV vs GGLL
+194.0%
-156.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | -7.3% | +5.1% | -12.4% | -7.7% |
| 30D | -3.6% | -35.5% | +31.9% | -0.1% |
| 3M | -2.6% | -39.2% | +36.5% | +1.2% |
| 6M | +7.6% | -54.4% | +61.9% | +14.7% |
| YTD | +59.6% | -29.8% | +89.5% | +58.5% |
| 1Y | +62.2% | -20.4% | +82.6% | +56.9% |
| 3Y | +49.6% | +149.7% | -100.1% | +8.7% |
| All | +37.3% | +194.0% | -156.8% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling