+2,064.0%
GS vs OMC
+321.1%
+1,743.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.5% |
| 7D | +0.9% | -6.4% | +7.4% | +4.7% |
| 30D | -1.6% | +1.1% | -2.7% | -2.5% |
| 3M | -4.5% | +10.4% | -14.9% | -11.0% |
| 6M | +20.9% | -1.7% | +22.6% | +19.9% |
| YTD | +19.9% | +4.4% | +15.4% | +12.3% |
| 1Y | +41.4% | +8.4% | +33.0% | +28.0% |
| 3Y | +239.2% | +14.4% | +224.8% | +189.8% |
| 5Y | +185.0% | +33.9% | +151.2% | +113.4% |
| 10Y | +655.0% | +34.9% | +620.1% | +433.0% |
| All | +2,064.0% | +321.1% | +1,743.0% | +608.0% |
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