+632.4%
GEV vs OMC
-8.1%
+640.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.6% |
| 7D | +1.6% | -4.4% | +6.0% | +1.9% |
| 30D | -7.9% | -7.6% | -0.3% | -7.5% |
| 3M | +5.6% | +4.5% | +1.1% | +4.5% |
| 6M | +13.1% | -0.3% | +13.3% | +12.7% |
| YTD | +46.7% | -0.1% | +46.9% | +46.2% |
| 1Y | +51.3% | +4.6% | +46.7% | +47.9% |
| All | +632.4% | -8.1% | +640.5% | +625.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling