+239.9%
OMC vs GME
+1,066.0%
-826.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -5.8% | +0.4% | -6.2% | -5.8% |
| 30D | -4.8% | -1.4% | -3.4% | -4.7% |
| 3M | +9.2% | -15.1% | +24.4% | +10.3% |
| 6M | -2.5% | -22.5% | +20.0% | -1.1% |
| YTD | +2.6% | -5.9% | +8.5% | +2.7% |
| 1Y | +5.9% | -18.6% | +24.6% | +7.0% |
| 3Y | +14.2% | +6.7% | +7.5% | +3.9% |
| 5Y | +33.2% | -62.0% | +95.2% | +24.5% |
| 10Y | +33.4% | +239.5% | -206.1% | -40.6% |
| All | +239.9% | +1,066.0% | -826.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GME 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling