+31.8%
OMC vs GAP
+27.6%
+4.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | -6.2% | -6.3% | +0.1% | -5.0% |
| 30D | -7.6% | -0.2% | -7.3% | -7.7% |
| 3M | +7.4% | 0.0% | +7.4% | +6.9% |
| 6M | +0.1% | -8.1% | +8.3% | +0.8% |
| YTD | +0.4% | -16.5% | +16.9% | +2.6% |
| 1Y | +7.8% | -10.5% | +18.2% | +7.9% |
| 3Y | +11.8% | +104.0% | -92.1% | -12.9% |
| 5Y | +32.5% | +6.8% | +25.7% | +12.4% |
| All | +31.8% | +27.6% | +4.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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