+19,851.2%
GD vs OMC
+6,006.3%
+13,845.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.1% |
| 7D | -5.3% | -6.4% | +1.2% | -3.5% |
| 30D | -6.4% | +1.1% | -7.5% | -6.8% |
| 3M | +5.7% | +10.4% | -4.7% | +2.4% |
| 6M | -0.9% | -1.7% | +0.8% | -1.0% |
| YTD | +8.2% | +4.4% | +3.7% | +5.5% |
| 1Y | +13.4% | +8.4% | +5.0% | +8.9% |
| 3Y | +68.5% | +14.4% | +54.1% | +56.8% |
| 5Y | +97.2% | +33.9% | +63.3% | +71.5% |
| 10Y | +190.2% | +34.9% | +155.3% | +145.0% |
| All | +19,851.2% | +6,006.3% | +13,845.0% | +10,117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling