+50.8%
OVV vs GME
+237.1%
-186.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -3.7% | +0.4% | -4.2% | -3.8% |
| 30D | +8.0% | -1.4% | +9.4% | +8.1% |
| 3M | +11.3% | -15.1% | +26.4% | +12.2% |
| 6M | +24.0% | -22.5% | +46.5% | +25.5% |
| YTD | +65.3% | -5.9% | +71.2% | +65.3% |
| 1Y | +60.2% | -18.6% | +78.8% | +61.4% |
| 3Y | +46.9% | +6.7% | +40.3% | +35.1% |
| 5Y | +158.7% | -62.0% | +220.7% | +144.1% |
| 10Y | +50.8% | +239.5% | -188.6% | -42.8% |
| All | +50.8% | +237.1% | -186.3% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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