+6,469.7%
OMC vs GPC
+2,105.4%
+4,364.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +6.8% | +0.4% | +6.5% | +6.7% |
| 30D | +16.2% | -1.8% | +18.0% | +17.0% |
| 3M | +6.0% | -6.6% | +12.6% | +9.2% |
| 6M | +17.7% | +21.3% | -3.6% | +6.1% |
| YTD | +13.5% | +4.3% | +9.2% | +8.3% |
| 1Y | +27.2% | +3.3% | +23.9% | +22.0% |
| 3Y | +30.4% | +0.8% | +29.6% | +22.7% |
| 5Y | +53.5% | +7.4% | +46.1% | +37.2% |
| 10Y | +57.0% | +79.2% | -22.2% | +4.9% |
| All | +6,469.7% | +2,105.4% | +4,364.3% | +1,714.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling