+33.2%
OMC vs GPC
+29.0%
+4.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.7% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | -4.8% | -0.4% | -4.4% | -4.7% |
| 3M | +9.2% | +39.2% | -30.0% | -4.4% |
| 6M | -2.5% | +18.2% | -20.7% | -9.2% |
| YTD | +2.6% | +12.1% | -9.5% | -3.9% |
| 1Y | +5.9% | -0.7% | +6.6% | +4.5% |
| 3Y | +14.2% | -1.7% | +15.9% | +9.3% |
| 5Y | +33.2% | +29.3% | +4.0% | +0.8% |
| All | +33.2% | +29.0% | +4.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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