+33.2%
OMC vs GEN
+22.3%
+10.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.1% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | -4.8% | +2.6% | -7.5% | -5.6% |
| 3M | +9.2% | +15.8% | -6.6% | +4.9% |
| 6M | -2.5% | +33.1% | -35.6% | -10.1% |
| YTD | +2.6% | +11.3% | -8.7% | -0.9% |
| 1Y | +5.9% | +1.7% | +4.3% | +4.7% |
| 3Y | +14.2% | +58.1% | -43.9% | +0.7% |
| 5Y | +33.2% | +20.6% | +12.6% | +27.1% |
| All | +33.2% | +22.3% | +10.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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