+38.8%
OMC vs FGI
-70.0%
+108.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.4% |
| 7D | +5.4% | -1.4% | +6.8% | +5.4% |
| 30D | +15.7% | -3.2% | +18.9% | +15.7% |
| 3M | +4.9% | +64.1% | -59.2% | +3.2% |
| 6M | +17.3% | +17.2% | +0.1% | +15.7% |
| YTD | +13.0% | +31.6% | -18.6% | +10.7% |
| 1Y | +24.1% | +45.1% | -21.0% | +21.2% |
| 3Y | +31.2% | -2.0% | +33.2% | +28.5% |
| All | +38.8% | -70.0% | +108.8% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling