-37.4%
GIS vs OMC
+11.1%
-48.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | -8.4% | -6.2% | -2.2% | -7.0% |
| 30D | -5.2% | -7.6% | +2.4% | -3.5% |
| 3M | +8.2% | +7.4% | +0.8% | +6.6% |
| 6M | -12.0% | +0.1% | -12.2% | -12.2% |
| YTD | -18.9% | +0.4% | -19.3% | -19.2% |
| 1Y | -23.6% | +7.8% | -31.4% | -25.2% |
| All | -37.4% | +11.1% | -48.4% | -39.5% |
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