+35.5%
OMC vs FGI
-70.6%
+106.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +6.3% | -7.0% | +13.2% | +6.4% |
| 30D | +15.4% | -4.2% | +19.6% | +15.4% |
| 3M | +5.8% | +55.6% | -49.8% | +4.2% |
| 6M | +14.7% | -3.2% | +17.8% | +13.4% |
| YTD | +10.3% | +29.1% | -18.8% | +8.1% |
| 1Y | +23.2% | +51.0% | -27.7% | +20.3% |
| 3Y | +24.6% | +1.5% | +23.1% | +21.8% |
| All | +35.5% | -70.6% | +106.1% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling