+5,947.5%
OMC vs GAP
+2,258.2%
+3,689.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -6.4% | -4.5% | -1.9% | -5.6% |
| 30D | +1.1% | +9.0% | -7.9% | -0.9% |
| 3M | +10.4% | +5.0% | +5.4% | +8.9% |
| 6M | -1.7% | -17.8% | +16.1% | +0.9% |
| YTD | +4.4% | -10.4% | +14.8% | +5.2% |
| 1Y | +8.4% | -3.4% | +11.8% | +6.9% |
| 3Y | +14.4% | +111.5% | -97.1% | -10.1% |
| 5Y | +33.9% | +8.8% | +25.0% | +14.4% |
| 10Y | +34.9% | +32.9% | +2.0% | -2.3% |
| All | +5,947.5% | +2,258.2% | +3,689.3% | +2,381.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling