+2,841.0%
GE vs OMC
+6,469.3%
-3,628.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +2.7% | +1.9% | +0.8% | +1.8% |
| 30D | +8.1% | +12.2% | -4.1% | +2.4% |
| 3M | -7.9% | +0.6% | -8.4% | -8.5% |
| 6M | +12.9% | +21.0% | -8.1% | +2.1% |
| YTD | +8.2% | +12.4% | -4.2% | -0.5% |
| 1Y | +9.7% | +25.4% | -15.7% | -4.8% |
| 3Y | +266.1% | +29.2% | +236.9% | +204.4% |
| 5Y | +407.4% | +52.6% | +354.8% | +281.7% |
| 10Y | +150.3% | +53.6% | +96.7% | +84.3% |
| All | +2,841.0% | +6,469.3% | -3,628.3% | +589.5% |
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