+64.9%
OGC vs SPY
+21.3%
+43.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +3.9% |
| 7D | -2.2% | +0.3% | -2.5% | -2.6% |
| 30D | +23.5% | +0.2% | +23.3% | +23.2% |
| 3M | +10.6% | +2.8% | +7.8% | +6.1% |
| 6M | -20.9% | +14.3% | -35.1% | -34.6% |
| YTD | +9.6% | +14.0% | -4.4% | -9.1% |
| All | +64.9% | +21.3% | +43.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling