+254.0%
OGS vs SPY
+393.7%
-139.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +3.0% | -2.7% | +5.7% | +4.7% |
| 30D | +11.4% | -5.4% | +16.8% | +15.1% |
| 3M | +2.5% | -4.1% | +6.6% | +4.9% |
| 6M | -4.3% | +0.7% | -5.0% | -5.4% |
| YTD | +7.4% | +8.7% | -1.3% | +0.7% |
| 1Y | +2.7% | +10.9% | -8.2% | -5.1% |
| 3Y | +45.3% | +75.0% | -29.7% | -4.0% |
| 5Y | +39.2% | +67.8% | -28.6% | -6.9% |
| 10Y | +87.9% | +312.9% | -225.0% | -38.1% |
| All | +254.0% | +393.7% | -139.7% | +6.3% |
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