+188.5%
GD vs OMC
+52.3%
+136.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -5.0% | +6.3% | -11.3% | -7.1% |
| 30D | +8.9% | +15.4% | -6.4% | +3.4% |
| 3M | -8.0% | +5.8% | -13.8% | -10.2% |
| 6M | +2.9% | +14.7% | -11.8% | -2.7% |
| YTD | +7.1% | +10.3% | -3.2% | +1.6% |
| 1Y | +5.9% | +23.2% | -17.3% | -3.9% |
| 3Y | +53.9% | +24.6% | +29.3% | +35.0% |
| 5Y | +95.4% | +50.1% | +45.3% | +51.3% |
| All | +188.5% | +52.3% | +136.2% | +112.3% |
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