-18.0%
GIS vs OMC
+9.8%
-27.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.9% |
| 7D | -7.8% | -6.4% | -1.4% | -6.4% |
| 30D | +6.6% | +1.1% | +5.5% | +6.4% |
| 3M | +21.0% | +10.4% | +10.6% | +18.6% |
| 6M | -9.1% | -1.7% | -7.4% | -9.6% |
| YTD | -13.6% | +4.4% | -18.1% | -13.9% |
| 1Y | -18.0% | +8.4% | -26.5% | -18.4% |
| All | -18.0% | +9.8% | -27.8% | -18.4% |
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 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