+15.5%
GE vs OMC
+7.0%
+8.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -4.0% | -4.4% | +0.4% | -3.7% |
| 30D | -11.4% | -7.6% | -3.8% | -11.0% |
| 3M | -2.6% | +4.5% | -7.1% | -3.1% |
| 6M | -0.3% | -0.3% | -0.1% | -0.9% |
| YTD | +5.4% | -0.1% | +5.5% | +3.8% |
| 1Y | +15.5% | +4.6% | +10.9% | +15.7% |
| All | +15.5% | +7.0% | +8.5% | +15.7% |
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