+187.4%
OGC vs SPY
+313.2%
-125.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +14.3% | +0.1% | +14.3% | +14.4% |
| 3M | +8.6% | +2.0% | +6.6% | +7.6% |
| 6M | -19.9% | +13.0% | -32.9% | -25.4% |
| YTD | +9.1% | +13.5% | -4.4% | +1.5% |
| 1Y | +64.1% | +20.0% | +44.2% | +47.9% |
| 3Y | +388.3% | +77.2% | +311.1% | +246.7% |
| 5Y | +449.8% | +81.9% | +368.0% | +279.4% |
| All | +187.4% | +313.2% | -125.8% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling