+28.3%
OMC vs FGI
-70.4%
+98.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.0% | -2.6% |
| 7D | -6.4% | +0.5% | -7.0% | -6.4% |
| 30D | +1.1% | +65.4% | -64.3% | -0.4% |
| 3M | +10.4% | +23.5% | -13.1% | +9.0% |
| 6M | -1.7% | +60.5% | -62.2% | -4.0% |
| YTD | +4.4% | +30.0% | -25.6% | +2.4% |
| 1Y | +8.4% | +82.1% | -73.6% | +5.2% |
| 3Y | +14.4% | -4.4% | +18.8% | +12.1% |
| All | +28.3% | -70.4% | +98.6% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling