+486.7%
GS vs OMC
+52.3%
+434.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | 0.0% |
| 7D | -3.2% | +6.3% | -9.5% | -6.0% |
| 30D | -2.4% | +15.4% | -17.8% | -9.1% |
| 3M | -15.7% | +5.8% | -21.5% | -18.5% |
| 6M | -6.8% | +14.7% | -21.4% | -14.3% |
| YTD | -0.1% | +10.3% | -10.4% | -7.9% |
| 1Y | +12.1% | +23.2% | -11.1% | -3.2% |
| 3Y | +185.8% | +24.6% | +161.2% | +137.4% |
| 5Y | +140.1% | +50.1% | +90.0% | +71.7% |
| All | +486.7% | +52.3% | +434.4% | +302.4% |
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 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