-38.3%
OVV vs GNRC
+2,087.1%
-2,125.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.4% |
| 7D | +0.3% | +1.9% | -1.7% | -0.3% |
| 30D | +11.7% | -13.8% | +25.6% | +16.1% |
| 3M | +9.8% | -32.6% | +42.4% | +20.8% |
| 6M | +26.6% | -15.2% | +41.7% | +28.0% |
| YTD | +67.0% | +37.4% | +29.6% | +44.3% |
| 1Y | +55.9% | +5.1% | +50.8% | +44.2% |
| 3Y | +45.5% | +57.5% | -12.0% | +13.9% |
| 5Y | +157.3% | -58.7% | +216.1% | +184.2% |
| 10Y | +65.0% | +395.5% | -330.5% | -20.4% |
| All | -38.3% | +2,087.1% | -2,125.4% | -82.7% |
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