+30.5%
OMC vs FGI
+5.7%
+24.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.8% | 0.0% |
| 7D | +1.6% | +6.9% | -5.3% | +1.5% |
| 30D | +15.3% | +3.9% | +11.4% | +15.2% |
| 3M | +4.5% | +74.3% | -69.8% | +3.2% |
| 6M | +20.8% | +28.9% | -8.2% | +19.3% |
| YTD | +13.5% | +39.1% | -25.6% | +11.8% |
| 1Y | +25.2% | +49.3% | -24.1% | +23.3% |
| All | +30.5% | +5.7% | +24.8% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling