+23.9%
OMC vs GGLL
-11.6%
+35.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.5% | -1.3% | +5.1% |
| 7D | +12.5% | -23.1% | +35.6% | +12.9% |
| 30D | +16.3% | -32.9% | +49.2% | +17.5% |
| 3M | +8.1% | -44.9% | +52.9% | +10.1% |
| 6M | +17.2% | -49.5% | +66.7% | +19.1% |
| YTD | +11.8% | -28.9% | +40.7% | +12.2% |
| 1Y | +23.9% | -12.2% | +36.1% | +24.2% |
| All | +23.9% | -11.6% | +35.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling