-2.4%
GFS vs OMC
+41.5%
-43.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.6% |
| 7D | +1.0% | -6.4% | +7.4% | +3.9% |
| 30D | -8.6% | +1.1% | -9.7% | -9.3% |
| 3M | -46.5% | +10.4% | -57.0% | -50.1% |
| 6M | -4.8% | -1.7% | -3.1% | -5.8% |
| YTD | +29.7% | +4.4% | +25.2% | +22.0% |
| 1Y | +35.8% | +8.4% | +27.4% | +23.5% |
| 3Y | -18.3% | +14.4% | -32.7% | -30.5% |
| All | -2.4% | +41.5% | -43.9% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling