+38.3%
OVV vs GPC
+1.0%
+37.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -16.7% | +1.6% | -18.2% | -16.8% |
| 30D | -1.5% | -2.1% | +0.6% | -1.4% |
| 3M | +1.6% | -6.8% | +8.4% | +2.3% |
| 6M | +2.0% | +18.6% | -16.6% | -1.4% |
| YTD | +56.8% | +2.7% | +54.1% | +55.8% |
| 1Y | +64.8% | +1.8% | +63.1% | +64.1% |
| 3Y | +38.3% | +1.1% | +37.2% | +31.1% |
| All | +38.3% | +1.0% | +37.3% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling