+167.5%
OVV vs GSK
+239.1%
-71.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.3% | +3.5% |
| 7D | +1.2% | -1.1% | +2.3% | +1.6% |
| 30D | -2.5% | +7.8% | -10.4% | -5.8% |
| 3M | +0.5% | +0.3% | +0.2% | -0.2% |
| 6M | +8.5% | +3.4% | +5.0% | +5.7% |
| YTD | +64.5% | +5.9% | +58.5% | +56.8% |
| 1Y | +64.7% | +8.2% | +56.5% | +55.4% |
| 3Y | +54.1% | +65.3% | -11.1% | +15.0% |
| 5Y | +95.4% | +43.3% | +52.1% | +52.7% |
| 10Y | +54.9% | +102.9% | -48.0% | +4.0% |
| All | +167.5% | +239.1% | -71.6% | +34.6% |
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