+23.9%
OMC vs FGI
+38.7%
-14.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.0% | +10.2% | +5.3% |
| 7D | +12.5% | +3.3% | +9.2% | +12.4% |
| 30D | +16.3% | -2.0% | +18.3% | +16.3% |
| 3M | +8.1% | +60.3% | -52.2% | +6.1% |
| 6M | +17.2% | +0.7% | +16.4% | +15.4% |
| YTD | +11.8% | +30.2% | -18.4% | +10.5% |
| 1Y | +23.9% | +44.4% | -20.4% | +23.6% |
| All | +23.9% | +38.7% | -14.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling