+405.9%
GE vs OMC
+48.8%
+357.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.7% |
| 7D | +5.1% | -0.3% | +5.4% | +5.3% |
| 30D | +7.6% | +10.6% | -3.1% | +4.0% |
| 3M | -9.3% | +2.6% | -11.9% | -10.3% |
| 6M | +11.5% | +16.6% | -5.1% | +5.1% |
| YTD | +7.9% | +10.9% | -3.0% | +2.5% |
| 1Y | +7.6% | +22.1% | -14.4% | -1.9% |
| 3Y | +265.9% | +27.5% | +238.4% | +215.0% |
| 5Y | +405.9% | +50.6% | +355.3% | +260.1% |
| All | +405.9% | +48.8% | +357.2% | +260.1% |
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 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