+38.3%
OVV vs GGLL
+154.9%
-116.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -16.7% | +3.1% | -19.8% | -16.8% |
| 30D | -1.5% | -36.3% | +34.8% | +0.9% |
| 3M | +1.6% | -40.4% | +41.9% | +4.4% |
| 6M | +2.0% | -54.6% | +56.7% | +6.9% |
| YTD | +56.8% | -31.1% | +87.9% | +55.3% |
| 1Y | +64.8% | -19.2% | +84.0% | +58.1% |
| 3Y | +38.3% | +151.5% | -113.3% | +7.4% |
| All | +38.3% | +154.9% | -116.7% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling