+3.8%
OMC vs GLXY
-1.8%
+5.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.5% | -3.3% |
| 7D | -4.2% | +4.5% | -8.8% | -4.3% |
| 30D | -7.5% | +28.8% | -36.3% | -8.0% |
| 3M | +4.6% | -23.0% | +27.7% | +5.7% |
| 6M | -4.8% | +17.0% | -21.8% | -6.2% |
| YTD | -1.0% | +12.5% | -13.5% | -1.4% |
| 1Y | +3.8% | -5.4% | +9.2% | +1.3% |
| All | +3.8% | -1.8% | +5.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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