+29.7%
OMC vs GAP
+6.6%
+23.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -2.7% |
| 7D | -4.2% | -3.2% | -1.1% | -3.7% |
| 30D | -7.5% | -0.7% | -6.8% | -7.6% |
| 3M | +4.6% | -0.5% | +5.1% | +4.4% |
| 6M | -4.8% | -5.0% | +0.1% | -4.9% |
| YTD | -1.0% | -14.7% | +13.6% | +0.4% |
| 1Y | +3.8% | -8.6% | +12.5% | +3.7% |
| 3Y | +10.2% | +108.4% | -98.2% | -10.5% |
| 5Y | +29.7% | +5.8% | +23.9% | +7.3% |
| All | +29.7% | +6.6% | +23.1% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling