+38.3%
OVV vs GTLB
+12.7%
+25.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -16.7% | -11.1% | -5.6% | -15.8% |
| 30D | -1.5% | -7.5% | +6.0% | -1.0% |
| 3M | +1.6% | +34.8% | -33.2% | -1.1% |
| 6M | +2.0% | +98.0% | -95.9% | -4.5% |
| YTD | +56.8% | +28.1% | +28.7% | +52.5% |
| 1Y | +64.8% | +5.6% | +59.3% | +63.7% |
| 3Y | +38.3% | +15.9% | +22.3% | +44.3% |
| All | +38.3% | +12.7% | +25.5% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling