-2.7%
GFS vs OMC
+38.9%
-41.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | +2.6% | -5.8% | +8.4% | +5.3% |
| 30D | -16.4% | -4.8% | -11.6% | -14.8% |
| 3M | -41.6% | +9.2% | -50.8% | -45.3% |
| 6M | -3.7% | -2.5% | -1.2% | -4.4% |
| YTD | +29.3% | +2.6% | +26.8% | +22.6% |
| 1Y | +37.1% | +5.9% | +31.2% | +26.1% |
| 3Y | -22.1% | +14.2% | -36.3% | -34.0% |
| All | -2.7% | +38.9% | -41.6% | -21.6% |
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 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