+53.0%
OVV vs GWRE
+51.5%
+1.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.9% |
| 7D | -3.8% | -26.2% | +22.4% | -1.0% |
| 30D | +1.3% | -17.8% | +19.0% | +2.9% |
| 3M | +14.3% | +14.2% | +0.1% | +11.2% |
| 6M | +21.1% | -12.9% | +34.0% | +21.7% |
| YTD | +66.0% | -29.2% | +95.3% | +71.7% |
| 1Y | +59.3% | -44.4% | +103.7% | +72.0% |
| All | +53.0% | +51.5% | +1.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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