-17.0%
OGIG vs SPY
+72.4%
-89.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.3% |
| 7D | +0.9% | -0.6% | +1.5% | +1.6% |
| 30D | -10.5% | -3.7% | -6.9% | -5.5% |
| 3M | -9.0% | -2.7% | -6.3% | -5.2% |
| 6M | +3.6% | +2.2% | +1.4% | +0.3% |
| YTD | -10.9% | +10.8% | -21.7% | -23.5% |
| 1Y | -16.7% | +11.2% | -28.0% | -28.9% |
| 3Y | +46.3% | +76.5% | -30.2% | -40.0% |
| All | -17.0% | +72.4% | -89.3% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling