+25.2%
OMC vs GGLL
-15.6%
+40.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.2% | -0.1% |
| 7D | +1.6% | +2.9% | -1.3% | +1.5% |
| 30D | +15.3% | -33.1% | +48.5% | +16.9% |
| 3M | +4.5% | -31.2% | +35.7% | +5.6% |
| 6M | +20.8% | -49.4% | +70.1% | +23.4% |
| YTD | +13.5% | -26.8% | +40.4% | +13.6% |
| 1Y | +25.2% | -17.7% | +43.0% | +23.4% |
| All | +25.2% | -15.6% | +40.8% | +23.4% |
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