-30.1%
GFS vs OMC
+52.4%
-82.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.2% |
| 7D | +7.4% | +1.9% | +5.5% | +6.6% |
| 30D | -15.3% | +12.2% | -27.5% | -19.8% |
| 3M | -21.1% | +0.6% | -21.7% | -21.9% |
| 6M | -44.5% | +21.0% | -65.5% | -50.8% |
| YTD | +19.2% | +12.4% | +6.9% | +7.8% |
| 1Y | +27.2% | +25.4% | +1.8% | +6.4% |
| 3Y | -20.1% | +29.2% | -49.3% | -37.0% |
| All | -30.1% | +52.4% | -82.6% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling