+48.3%
OMC vs GDDY
+390.3%
-342.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.9% |
| 7D | -4.4% | -3.2% | -1.2% | -3.8% |
| 30D | -7.6% | +6.8% | -14.4% | -8.9% |
| 3M | +4.5% | +30.5% | -25.9% | -1.3% |
| 6M | -0.3% | +13.3% | -13.6% | -3.6% |
| YTD | -0.1% | -21.0% | +20.8% | +2.9% |
| 1Y | +4.6% | -34.0% | +38.6% | +11.2% |
| 3Y | +10.5% | +33.1% | -22.6% | +2.3% |
| 5Y | +31.7% | +30.3% | +1.4% | +21.3% |
| 10Y | +33.5% | +205.5% | -172.0% | +7.2% |
| All | +48.3% | +390.3% | -342.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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