+1,710.5%
GS vs OMC
+348.4%
+1,362.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.1% |
| 7D | -6.3% | +7.6% | -13.9% | -10.1% |
| 30D | -3.1% | +16.0% | -19.1% | -11.3% |
| 3M | -17.7% | +7.7% | -25.3% | -21.7% |
| 6M | -4.6% | +14.5% | -19.1% | -13.6% |
| YTD | +0.3% | +11.2% | -10.9% | -9.8% |
| 1Y | +11.7% | +23.6% | -11.9% | -6.1% |
| 3Y | +183.6% | +24.7% | +158.9% | +129.4% |
| 5Y | +141.0% | +51.3% | +89.6% | +67.2% |
| 10Y | +507.4% | +55.6% | +451.9% | +292.1% |
| All | +1,710.5% | +348.4% | +1,362.1% | +468.4% |
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 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