+31.1%
OMC vs GME
+285.6%
-254.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.7% |
| 7D | -4.4% | +10.4% | -14.8% | -4.7% |
| 30D | -7.6% | +14.1% | -21.7% | -8.1% |
| 3M | +4.5% | -4.6% | +9.2% | +4.6% |
| 6M | -0.3% | -13.5% | +13.3% | +0.2% |
| YTD | -0.1% | +5.3% | -5.5% | -0.4% |
| 1Y | +4.6% | -14.9% | +19.5% | +5.1% |
| 3Y | +10.5% | +24.3% | -13.8% | +4.3% |
| 5Y | +31.7% | -55.6% | +87.3% | +26.2% |
| All | +31.1% | +285.6% | -254.5% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling