+106.0%
OVV vs GWRE
+26.4%
+79.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +8.0% | -2.0% | +10.0% | +8.4% |
| 30D | -2.0% | -4.1% | +2.0% | -1.7% |
| 3M | +5.4% | -13.4% | +18.8% | +6.7% |
| 6M | +14.3% | +26.0% | -11.7% | +6.6% |
| YTD | +69.4% | -21.3% | +90.7% | +72.8% |
| 1Y | +72.4% | -27.5% | +99.9% | +79.1% |
| 3Y | +58.4% | +72.7% | -14.3% | +24.4% |
| All | +106.0% | +26.4% | +79.6% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling