-25.7%
GIS vs OMC
+30.5%
-56.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -6.4% | -4.4% | -2.0% | -5.6% |
| 30D | -6.1% | -7.6% | +1.5% | -4.8% |
| 3M | +7.8% | +4.5% | +3.3% | +7.1% |
| 6M | -8.8% | -0.3% | -8.5% | -8.9% |
| YTD | -19.1% | -0.1% | -19.0% | -19.4% |
| 1Y | -24.8% | +4.6% | -29.4% | -25.6% |
| 3Y | -37.6% | +10.5% | -48.0% | -39.0% |
| All | -25.7% | +30.5% | -56.2% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling