-20.1%
GFS vs OMC
+29.7%
-49.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | +7.4% | +1.9% | +5.5% | +6.9% |
| 30D | -15.3% | +12.2% | -27.5% | -17.9% |
| 3M | -21.1% | +0.6% | -21.7% | -21.4% |
| 6M | -44.5% | +21.0% | -65.5% | -48.6% |
| YTD | +19.2% | +12.4% | +6.9% | +13.3% |
| 1Y | +27.2% | +25.4% | +1.8% | +12.3% |
| 3Y | -20.1% | +29.2% | -49.3% | -37.8% |
| All | -20.1% | +29.7% | -49.8% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling