+155.0%
OVV vs GME
+1,504.7%
-1,349.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.6% | -1.0% |
| 7D | -16.7% | +3.7% | -20.3% | -16.9% |
| 30D | -1.5% | +2.2% | -3.7% | -1.8% |
| 3M | +1.6% | +30.6% | -29.1% | -1.0% |
| 6M | +2.0% | -0.2% | +2.2% | +1.6% |
| YTD | +56.8% | +25.1% | +31.7% | +52.6% |
| 1Y | +64.8% | +17.7% | +47.2% | +61.2% |
| 3Y | +38.3% | +85.7% | -47.4% | +15.2% |
| 5Y | +84.9% | -52.9% | +137.8% | +65.8% |
| 10Y | +54.5% | +504.9% | -450.4% | -55.6% |
| All | +155.0% | +1,504.7% | -1,349.6% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling