+170.5%
GD vs OMC
+57.3%
+113.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.6% | +1.6% | -0.9% | +0.1% |
| 30D | +9.5% | +15.3% | -5.9% | +3.9% |
| 3M | -5.8% | +4.5% | -10.3% | -7.6% |
| 6M | +7.7% | +20.8% | -13.0% | 0.0% |
| YTD | +11.1% | +13.5% | -2.5% | +4.3% |
| 1Y | +6.1% | +25.2% | -19.2% | -4.3% |
| 3Y | +59.8% | +30.5% | +29.4% | +37.8% |
| 5Y | +104.6% | +52.7% | +52.0% | +57.6% |
| 10Y | +170.5% | +55.2% | +115.3% | +94.8% |
| All | +170.5% | +57.3% | +113.2% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling