+643.2%
GEV vs OMC
-5.6%
+648.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.2% |
| 7D | +8.1% | -5.8% | +13.9% | +8.5% |
| 30D | -1.9% | -4.8% | +2.9% | -1.7% |
| 3M | +4.1% | +9.2% | -5.2% | +2.5% |
| 6M | +23.2% | -2.5% | +25.7% | +23.6% |
| YTD | +48.9% | +2.6% | +46.3% | +48.1% |
| 1Y | +62.2% | +5.9% | +56.2% | +58.9% |
| All | +643.2% | -5.6% | +648.8% | +634.6% |
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