+165.2%
GD vs OMC
+53.0%
+112.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +2.7% | +1.9% | +0.8% | +2.0% |
| 30D | +8.6% | +12.2% | -3.6% | +4.1% |
| 3M | -7.1% | +0.6% | -7.7% | -7.6% |
| 6M | +7.5% | +21.0% | -13.5% | -0.3% |
| YTD | +9.9% | +12.4% | -2.4% | +3.6% |
| 1Y | +7.6% | +25.4% | -17.9% | -3.0% |
| 3Y | +56.2% | +29.2% | +27.0% | +35.2% |
| 5Y | +100.6% | +52.6% | +48.0% | +54.4% |
| All | +165.2% | +53.0% | +112.2% | +91.9% |
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