+27.2%
OMC vs FGI
+45.2%
-18.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +6.8% | -4.1% | +10.9% | +6.9% |
| 30D | +16.2% | -3.4% | +19.5% | +16.2% |
| 3M | +6.0% | +61.8% | -55.7% | +4.1% |
| 6M | +17.7% | +17.0% | +0.7% | +15.7% |
| YTD | +13.5% | +31.4% | -17.9% | +12.3% |
| 1Y | +27.2% | +42.7% | -15.5% | +24.3% |
| All | +27.2% | +45.2% | -18.0% | +24.3% |
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