+877.8%
OGC vs SPY
+693.4%
+184.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +18.9% | -0.6% | +19.5% | +19.1% |
| 30D | +1.7% | -3.7% | +5.4% | +3.5% |
| 3M | -1.3% | -2.7% | +1.5% | +0.1% |
| 6M | -11.5% | +2.2% | -13.7% | -12.0% |
| YTD | 0.0% | +10.8% | -10.8% | -4.0% |
| 1Y | +16.1% | +11.2% | +4.9% | +11.4% |
| 3Y | +486.1% | +76.5% | +409.7% | +358.0% |
| 5Y | +355.9% | +72.9% | +283.0% | +257.0% |
| 10Y | +269.9% | +304.8% | -34.9% | +111.6% |
| All | +877.8% | +693.4% | +184.4% | +468.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling