+82.9%
OVV vs GTLB
-50.0%
+132.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.4% |
| 7D | -3.7% | +4.6% | -8.3% | -4.2% |
| 30D | +8.0% | +21.0% | -13.0% | +5.6% |
| 3M | +11.3% | +51.7% | -40.4% | +5.7% |
| 6M | +24.0% | +89.3% | -65.3% | +14.2% |
| YTD | +65.3% | +25.6% | +39.7% | +58.9% |
| 1Y | +60.2% | -1.5% | +61.7% | +57.8% |
| 3Y | +46.9% | -9.9% | +56.9% | +41.4% |
| All | +82.9% | -50.0% | +132.8% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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