+163.1%
GH vs OMC
+9.8%
+153.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | -0.1% | -6.4% | +6.4% | +0.2% |
| 30D | -1.1% | +1.1% | -2.2% | -1.3% |
| 3M | +21.3% | +10.4% | +10.9% | +19.4% |
| 6M | +73.5% | -1.7% | +75.2% | +71.1% |
| YTD | +58.0% | +4.4% | +53.6% | +55.5% |
| 1Y | +163.1% | +8.4% | +154.6% | +163.8% |
| All | +163.1% | +9.8% | +153.3% | +163.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling