+85.5%
OGIG vs SPY
+213.1%
-127.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.7% |
| 7D | +2.3% | +3.3% | -1.0% | -1.7% |
| 30D | -10.2% | -2.7% | -7.5% | -7.1% |
| 3M | -6.5% | -1.7% | -4.7% | -4.3% |
| 6M | +6.0% | +3.1% | +2.9% | +2.2% |
| YTD | -11.0% | +11.9% | -22.8% | -22.3% |
| 1Y | -15.4% | +12.0% | -27.4% | -26.2% |
| 3Y | +46.3% | +78.2% | -31.9% | -27.2% |
| 5Y | -18.8% | +73.2% | -92.0% | -56.9% |
| All | +85.5% | +213.1% | -127.5% | -46.9% |
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