+156.7%
OVV vs GPC
+629.5%
-472.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.0% |
| 7D | -14.9% | +1.7% | -16.6% | -15.9% |
| 30D | -0.9% | -2.3% | +1.4% | -0.2% |
| 3M | +5.6% | -4.5% | +10.1% | +7.3% |
| 6M | -2.5% | +21.6% | -24.0% | -16.3% |
| YTD | +57.8% | +4.0% | +53.8% | +45.4% |
| 1Y | +70.1% | +3.5% | +66.6% | +56.9% |
| 3Y | +35.1% | +2.1% | +33.0% | +18.0% |
| 5Y | +86.1% | +5.5% | +80.6% | +54.9% |
| 10Y | +55.5% | +90.7% | -35.2% | -8.3% |
| All | +156.7% | +629.5% | -472.8% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling