+54.9%
OVV vs GPC
+78.6%
-23.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.5% |
| 7D | +1.2% | -2.1% | +3.3% | +2.4% |
| 30D | -2.5% | -4.5% | +2.0% | -0.6% |
| 3M | +0.5% | -7.7% | +8.2% | +4.1% |
| 6M | +8.5% | +24.3% | -15.8% | -8.3% |
| YTD | +64.5% | +3.5% | +61.0% | +51.9% |
| 1Y | +64.7% | +0.7% | +63.9% | +54.5% |
| 3Y | +54.1% | 0.0% | +54.2% | +34.8% |
| 5Y | +95.4% | +5.8% | +89.6% | +56.1% |
| 10Y | +54.9% | +75.8% | -20.8% | -2.4% |
| All | +54.9% | +78.6% | -23.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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