-16.4%
GFS vs OMC
+49.4%
-65.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.6% |
| 7D | -7.8% | +6.3% | -14.1% | -10.4% |
| 30D | -19.7% | +15.4% | -35.0% | -24.9% |
| 3M | -23.1% | +5.8% | -28.9% | -25.7% |
| 6M | -46.4% | +14.7% | -61.0% | -51.2% |
| YTD | +11.0% | +10.3% | +0.7% | +1.3% |
| 1Y | +12.6% | +23.2% | -10.6% | -5.1% |
| 3Y | -24.9% | +24.6% | -49.6% | -39.4% |
| 5Y | -39.1% | +50.1% | -89.1% | -52.8% |
| All | -16.4% | +49.4% | -65.9% | -35.3% |
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