+199.0%
GS vs OMC
+31.9%
+167.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +1.6% | +6.8% | -5.2% | -0.1% |
| 30D | +1.7% | +16.2% | -14.5% | -2.4% |
| 3M | -11.6% | +6.0% | -17.6% | -13.1% |
| 6M | -1.9% | +17.7% | -19.6% | -7.1% |
| YTD | +5.1% | +13.5% | -8.4% | +0.4% |
| 1Y | +16.4% | +27.2% | -10.8% | +5.9% |
| 3Y | +199.0% | +30.4% | +168.5% | +144.2% |
| All | +199.0% | +31.9% | +167.1% | +144.2% |
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