+177.4%
GD vs OMC
+56.1%
+121.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.4% |
| 7D | -3.0% | +5.4% | -8.4% | -4.9% |
| 30D | +9.3% | +15.7% | -6.4% | +3.7% |
| 3M | -7.2% | +4.9% | -12.1% | -9.1% |
| 6M | +5.5% | +17.3% | -11.8% | -1.1% |
| YTD | +9.5% | +13.0% | -3.5% | +3.0% |
| 1Y | +6.4% | +24.1% | -17.7% | -3.6% |
| 3Y | +59.8% | +31.2% | +28.6% | +37.5% |
| 5Y | +98.0% | +53.4% | +44.6% | +52.1% |
| 10Y | +177.4% | +55.5% | +121.8% | +100.8% |
| All | +177.4% | +56.1% | +121.3% | +100.8% |
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