+205.6%
GLD vs OMC
+51.0%
+154.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.8% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -7.0% | +10.6% | -17.7% | -6.9% |
| 3M | -12.4% | +2.6% | -15.0% | -12.3% |
| 6M | -18.0% | +16.6% | -34.6% | -17.9% |
| YTD | -10.5% | +10.9% | -21.4% | -10.3% |
| 1Y | -8.1% | +22.1% | -30.1% | -7.9% |
| 3Y | +97.7% | +27.5% | +70.2% | +98.4% |
| 5Y | +103.4% | +50.6% | +52.8% | +104.7% |
| All | +205.6% | +51.0% | +154.6% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling