-37.4%
OVV vs GNRC
+2,127.0%
-2,164.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +8.0% | +7.9% | +0.1% | +5.6% |
| 30D | -2.0% | -3.7% | +1.6% | -1.6% |
| 3M | +5.4% | -11.9% | +17.4% | +7.3% |
| 6M | +14.3% | -28.6% | +42.9% | +21.0% |
| YTD | +69.4% | +39.9% | +29.5% | +43.3% |
| 1Y | +72.4% | +23.4% | +49.0% | +50.9% |
| 3Y | +58.4% | +84.2% | -25.9% | +17.0% |
| 5Y | +106.1% | -57.3% | +163.4% | +122.7% |
| 10Y | +59.6% | +376.8% | -317.2% | -23.3% |
| All | -37.4% | +2,127.0% | -2,164.4% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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