-9.9%
OVV vs GWRE
+844.6%
-854.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +8.0% | -2.0% | +10.0% | +8.6% |
| 30D | -2.0% | -4.1% | +2.0% | -1.5% |
| 3M | +5.4% | -13.4% | +18.8% | +7.4% |
| 6M | +14.3% | +26.0% | -11.7% | +2.6% |
| YTD | +69.4% | -21.3% | +90.7% | +71.3% |
| 1Y | +72.4% | -27.5% | +99.9% | +78.5% |
| 3Y | +58.4% | +72.7% | -14.3% | +18.1% |
| 5Y | +106.1% | +26.4% | +79.7% | +65.2% |
| 10Y | +59.6% | +169.3% | -109.7% | +9.6% |
| All | -9.9% | +844.6% | -854.5% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling