+458.9%
GS vs OMC
+57.3%
+401.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.1% | +1.6% | -1.7% | -0.8% |
| 30D | +3.7% | +15.3% | -11.6% | -3.3% |
| 3M | -10.0% | +4.5% | -14.4% | -12.3% |
| 6M | -1.0% | +20.8% | -21.8% | -11.2% |
| YTD | +7.0% | +13.5% | -6.5% | -2.8% |
| 1Y | +16.6% | +25.2% | -8.6% | +0.1% |
| 3Y | +204.4% | +30.5% | +174.0% | +147.0% |
| 5Y | +160.0% | +52.7% | +107.4% | +84.7% |
| 10Y | +458.9% | +55.2% | +403.7% | +274.4% |
| All | +458.9% | +57.3% | +401.5% | +274.4% |
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