+73.4%
OVV vs GTLB
-50.0%
+123.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | -10.7% | -9.6% | -1.2% | -9.8% |
| 30D | -5.3% | -14.5% | +9.2% | -3.8% |
| 3M | +2.4% | +20.9% | -18.5% | 0.0% |
| 6M | +5.7% | +81.4% | -75.7% | -2.1% |
| YTD | +56.8% | +25.6% | +31.2% | +50.4% |
| 1Y | +59.3% | +3.4% | +55.8% | +56.1% |
| 3Y | +49.0% | +8.9% | +40.1% | +40.2% |
| 5Y | +88.1% | -64.0% | +152.1% | +64.4% |
| All | +73.4% | -50.0% | +123.4% | +52.6% |
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