-4.8%
GFS vs OMC
+0.1%
-4.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.1% |
| 7D | +1.0% | -6.4% | +7.4% | -0.4% |
| 30D | -8.6% | +1.1% | -9.7% | -8.3% |
| 3M | -46.5% | +10.4% | -57.0% | -46.0% |
| 6M | -4.8% | -1.7% | -3.1% | +5.2% |
| All | -4.8% | +0.1% | -4.9% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling