+95.1%
GD vs OMC
+50.5%
+44.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | -3.9% | +7.6% | -11.5% | -5.5% |
| 30D | +8.1% | +16.0% | -7.9% | +4.4% |
| 3M | -6.8% | +7.7% | -14.5% | -8.5% |
| 6M | +3.0% | +14.5% | -11.5% | -0.6% |
| YTD | +7.8% | +11.2% | -3.5% | +4.2% |
| 1Y | +5.8% | +23.6% | -17.8% | -0.5% |
| 3Y | +55.3% | +24.7% | +30.6% | +43.7% |
| All | +95.1% | +50.5% | +44.6% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling