+238.0%
GM vs OMC
+184.4%
+53.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -2.4% | -4.4% | +1.9% | +0.1% |
| 30D | -1.1% | -7.6% | +6.5% | +3.3% |
| 3M | +6.1% | +4.5% | +1.6% | +2.2% |
| 6M | +15.0% | -0.3% | +15.2% | +13.5% |
| YTD | +6.0% | -0.1% | +6.1% | +1.8% |
| 1Y | +47.1% | +4.6% | +42.5% | +35.7% |
| 3Y | +170.5% | +10.5% | +160.0% | +132.3% |
| 5Y | +80.5% | +31.7% | +48.8% | +35.4% |
| 10Y | +238.7% | +33.5% | +205.2% | +136.5% |
| All | +238.0% | +184.4% | +53.6% | +20.5% |
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 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