+56.0%
OVV vs GPC
+74.9%
-18.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | +8.0% | +0.4% | +7.6% | +7.7% |
| 30D | -2.0% | -6.3% | +4.3% | +1.0% |
| 3M | +5.4% | -8.2% | +13.6% | +9.6% |
| 6M | +14.3% | +27.1% | -12.8% | -4.7% |
| YTD | +69.4% | +3.1% | +66.3% | +56.8% |
| 1Y | +72.4% | +0.1% | +72.3% | +62.4% |
| 3Y | +58.4% | +0.2% | +58.2% | +38.1% |
| 5Y | +106.1% | +4.9% | +101.2% | +65.8% |
| All | +56.0% | +74.9% | -18.9% | -1.5% |
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