-12.1%
OVV vs GWRE
+793.8%
-805.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | +1.1% |
| 7D | -3.7% | -25.6% | +21.8% | +3.3% |
| 30D | +8.0% | -12.2% | +20.2% | +10.5% |
| 3M | +11.3% | +17.7% | -6.4% | +3.5% |
| 6M | +24.0% | -11.3% | +35.3% | +23.2% |
| YTD | +65.3% | -25.5% | +90.8% | +71.3% |
| 1Y | +60.2% | -42.8% | +103.0% | +79.3% |
| 3Y | +46.9% | +59.0% | -12.1% | +13.1% |
| 5Y | +158.7% | +21.6% | +137.1% | +110.9% |
| 10Y | +50.8% | +139.2% | -88.4% | +7.4% |
| All | -12.1% | +793.8% | -805.9% | -42.8% |
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