+97.2%
GD vs OMC
+33.9%
+63.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.2% |
| 7D | -5.3% | -6.4% | +1.2% | -3.9% |
| 30D | -6.4% | +1.1% | -7.5% | -6.7% |
| 3M | +5.7% | +10.4% | -4.7% | +3.2% |
| 6M | -0.9% | -1.7% | +0.8% | -1.0% |
| YTD | +8.2% | +4.4% | +3.7% | +6.2% |
| 1Y | +13.4% | +8.4% | +5.0% | +10.1% |
| 3Y | +68.5% | +14.4% | +54.1% | +59.2% |
| All | +97.2% | +33.9% | +63.3% | +68.9% |
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 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