-12.3%
GFS vs OMC
+53.1%
-65.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.9% |
| 7D | -3.1% | +5.4% | -8.5% | -5.4% |
| 30D | -16.0% | +15.7% | -31.7% | -21.5% |
| 3M | -24.7% | +4.9% | -29.6% | -26.9% |
| 6M | -45.1% | +17.3% | -62.4% | -50.5% |
| YTD | +16.5% | +13.0% | +3.4% | +5.2% |
| 1Y | +19.3% | +24.1% | -4.7% | +0.8% |
| 3Y | -20.0% | +31.2% | -51.2% | -37.2% |
| 5Y | -32.0% | +53.4% | -85.4% | -47.9% |
| All | -12.3% | +53.1% | -65.5% | -32.8% |
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