+84.8%
OVV vs GTLB
-47.1%
+131.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +0.3% | +11.1% | -10.8% | -0.9% |
| 30D | +11.7% | +37.8% | -26.1% | +7.7% |
| 3M | +9.8% | +61.6% | -51.8% | +3.6% |
| 6M | +26.6% | +98.9% | -72.4% | +16.0% |
| YTD | +67.0% | +32.8% | +34.3% | +59.6% |
| 1Y | +55.9% | +14.7% | +41.3% | +50.7% |
| 3Y | +45.5% | +1.3% | +44.2% | +38.1% |
| All | +84.8% | -47.1% | +131.9% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling