+185.8%
GS vs OMC
+23.9%
+161.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | -3.2% | +6.3% | -9.5% | -4.7% |
| 30D | -2.4% | +15.4% | -17.8% | -6.2% |
| 3M | -15.7% | +5.8% | -21.5% | -17.2% |
| 6M | -6.8% | +14.7% | -21.4% | -11.1% |
| YTD | -0.1% | +10.3% | -10.4% | -3.8% |
| 1Y | +12.1% | +23.2% | -11.1% | +2.8% |
| 3Y | +185.8% | +24.6% | +161.2% | +136.2% |
| All | +185.8% | +23.9% | +161.9% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling