+963.0%
OGC vs SPY
+712.8%
+250.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 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% | +7.9% |
| 6M | -19.9% | +13.0% | -32.9% | -23.9% |
| YTD | +9.1% | +13.5% | -4.4% | +3.5% |
| 1Y | +64.1% | +20.0% | +44.2% | +52.1% |
| 3Y | +388.3% | +77.2% | +311.1% | +280.3% |
| 5Y | +449.8% | +81.9% | +368.0% | +321.1% |
| 10Y | +216.1% | +314.1% | -98.0% | +78.8% |
| All | +963.0% | +712.8% | +250.2% | +511.3% |
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