+51.8%
OMC vs GGLL
+210.8%
-159.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +1.9% | +7.7% | -5.8% | +1.3% |
| 30D | +12.2% | -30.2% | +42.4% | +14.9% |
| 3M | +0.6% | -31.3% | +31.9% | +3.0% |
| 6M | +21.0% | -52.1% | +73.1% | +27.2% |
| YTD | +12.4% | -25.9% | +38.2% | +12.7% |
| 1Y | +25.4% | -8.5% | +33.9% | +23.0% |
| 3Y | +29.2% | +165.5% | -136.4% | +7.0% |
| All | +51.8% | +210.8% | -159.0% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling