+19,778.3%
GD vs OMC
+6,402.8%
+13,375.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | -3.9% | +7.6% | -11.5% | -6.0% |
| 30D | +8.1% | +16.0% | -7.9% | +3.4% |
| 3M | -6.8% | +7.7% | -14.5% | -9.0% |
| 6M | +3.0% | +14.5% | -11.5% | -1.6% |
| YTD | +7.8% | +11.2% | -3.5% | +3.0% |
| 1Y | +5.8% | +23.6% | -17.8% | -2.2% |
| 3Y | +55.3% | +24.7% | +30.6% | +40.9% |
| 5Y | +96.7% | +51.3% | +45.3% | +65.0% |
| 10Y | +195.4% | +55.6% | +139.8% | +139.4% |
| All | +19,778.3% | +6,402.8% | +13,375.5% | +9,877.5% |
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