+155.0%
OVV vs GSK
+237.3%
-82.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -16.7% | +1.7% | -18.3% | -17.3% |
| 30D | -1.5% | +7.0% | -8.5% | -4.5% |
| 3M | +1.6% | -2.7% | +4.2% | +2.0% |
| 6M | +2.0% | +1.4% | +0.6% | +0.3% |
| YTD | +56.8% | +5.3% | +51.5% | +49.9% |
| 1Y | +64.8% | +10.6% | +54.2% | +54.1% |
| 3Y | +38.3% | +62.6% | -24.3% | +4.0% |
| 5Y | +84.9% | +41.7% | +43.2% | +45.2% |
| 10Y | +54.5% | +104.7% | -50.2% | +3.3% |
| All | +155.0% | +237.3% | -82.3% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling