+399.9%
GH vs OMC
+52.9%
+347.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -2.1% | -5.8% | +3.7% | -0.1% |
| 30D | -4.5% | -4.8% | +0.4% | -3.1% |
| 3M | +28.9% | +9.2% | +19.7% | +23.4% |
| 6M | +76.5% | -2.5% | +79.0% | +76.1% |
| YTD | +57.6% | +2.6% | +55.0% | +53.0% |
| 1Y | +167.5% | +5.9% | +161.6% | +154.2% |
| 3Y | +377.4% | +14.2% | +363.2% | +339.2% |
| 5Y | +23.8% | +33.2% | -9.4% | +6.9% |
| All | +399.9% | +52.9% | +347.1% | +283.4% |
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