+56.0%
OVV vs GME
+475.1%
-419.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +8.0% | +2.9% | +5.1% | +7.9% |
| 30D | -2.0% | -4.8% | +2.8% | -1.8% |
| 3M | +5.4% | +39.2% | -33.8% | +3.3% |
| 6M | +14.3% | +17.1% | -2.8% | +12.9% |
| YTD | +69.4% | +28.7% | +40.7% | +66.1% |
| 1Y | +72.4% | +23.3% | +49.0% | +69.4% |
| 3Y | +58.4% | +112.9% | -54.6% | +39.5% |
| 5Y | +106.1% | -48.8% | +154.9% | +91.1% |
| All | +56.0% | +475.1% | -419.1% | -47.0% |
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