+387.8%
GH vs OMC
+9.5%
+378.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +2.3% |
| 7D | -0.2% | -4.2% | +4.1% | +1.1% |
| 30D | -2.6% | -7.5% | +4.9% | -0.5% |
| 3M | +25.1% | +4.6% | +20.5% | +21.1% |
| 6M | +78.5% | -4.8% | +83.3% | +79.0% |
| YTD | +59.4% | -1.0% | +60.4% | +57.2% |
| 1Y | +173.9% | +3.8% | +170.0% | +161.3% |
| All | +387.8% | +9.5% | +378.3% | +270.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling