+10.5%
OMC vs GFI
+287.6%
-277.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -4.4% | -4.9% | +0.5% | -4.3% |
| 30D | -7.6% | +10.7% | -18.3% | -7.7% |
| 3M | +4.5% | +25.6% | -21.1% | +4.2% |
| 6M | -0.3% | -8.3% | +8.0% | -0.3% |
| YTD | -0.1% | +6.3% | -6.4% | -0.4% |
| 1Y | +4.6% | +22.1% | -17.4% | +4.0% |
| 3Y | +10.5% | +289.2% | -278.7% | +3.1% |
| All | +10.5% | +287.6% | -277.2% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling