+20.0%
GE vs OMC
+9.8%
+10.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.2% |
| 7D | -1.6% | -6.4% | +4.8% | -1.2% |
| 30D | -11.6% | +1.1% | -12.7% | -11.7% |
| 3M | +3.0% | +10.4% | -7.4% | +2.2% |
| 6M | -0.5% | -1.7% | +1.2% | -1.4% |
| YTD | +9.7% | +4.4% | +5.3% | +7.8% |
| 1Y | +20.0% | +8.4% | +11.6% | +19.9% |
| All | +20.0% | +9.8% | +10.3% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling