+1,438.8%
GIS vs OMC
+5,687.0%
-4,248.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.1% |
| 7D | -8.6% | -4.2% | -4.4% | -8.0% |
| 30D | -0.5% | -7.5% | +7.0% | +0.7% |
| 3M | +11.9% | +4.6% | +7.3% | +11.1% |
| 6M | -11.6% | -4.8% | -6.8% | -11.0% |
| YTD | -16.3% | -1.0% | -15.3% | -16.6% |
| 1Y | -21.8% | +3.8% | -25.6% | -22.6% |
| 3Y | -35.7% | +10.2% | -45.9% | -37.3% |
| 5Y | -22.9% | +29.7% | -52.6% | -27.5% |
| 10Y | -16.8% | +32.3% | -49.1% | -24.0% |
| All | +1,438.8% | +5,687.0% | -4,248.2% | +622.6% |
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