+42.5%
OVV vs GSK
+101.6%
-59.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.7% |
| 7D | -10.7% | +4.9% | -15.6% | -12.1% |
| 30D | -5.3% | +10.8% | -16.1% | -8.3% |
| 3M | +2.4% | -1.8% | +4.2% | +2.6% |
| 6M | +5.7% | +4.1% | +1.5% | +3.6% |
| YTD | +56.8% | +7.9% | +48.9% | +50.3% |
| 1Y | +59.3% | +14.4% | +44.8% | +49.6% |
| 3Y | +49.0% | +68.1% | -19.1% | +15.3% |
| 5Y | +88.1% | +47.7% | +40.5% | +51.4% |
| 10Y | +42.5% | +100.5% | -57.9% | +5.3% |
| All | +42.5% | +101.6% | -59.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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