+447.2%
OGC vs SPY
+75.1%
+372.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.6% |
| 7D | +16.0% | -2.7% | +18.7% | +18.4% |
| 30D | +6.0% | -5.4% | +11.4% | +11.4% |
| 3M | +6.9% | -4.1% | +11.0% | +11.1% |
| 6M | -10.9% | +0.7% | -11.6% | -10.9% |
| YTD | -0.3% | +8.7% | -9.0% | -6.0% |
| 1Y | +25.9% | +10.9% | +15.1% | +17.4% |
| 3Y | +447.2% | +75.0% | +372.2% | +209.2% |
| All | +447.2% | +75.1% | +372.1% | +209.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling