+92.9%
OGIG vs SPY
+214.5%
-121.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.2% |
| 30D | -5.5% | -1.4% | -4.1% | -3.8% |
| 3M | +6.7% | +3.7% | +3.0% | +2.1% |
| 6M | +8.9% | +13.0% | -4.1% | -6.2% |
| YTD | -7.4% | +12.4% | -19.8% | -19.7% |
| 1Y | -13.6% | +18.5% | -32.2% | -29.7% |
| 3Y | +49.0% | +77.6% | -28.6% | -25.5% |
| 5Y | -14.4% | +81.7% | -96.1% | -56.7% |
| All | +92.9% | +214.5% | -121.6% | -45.1% |
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