+272.4%
OMC vs GME
+1,495.6%
-1,223.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | +1.9% | +2.9% | -1.0% | +1.7% |
| 30D | +12.2% | -4.8% | +17.0% | +12.5% |
| 3M | +0.6% | +39.2% | -38.6% | -1.7% |
| 6M | +21.0% | +17.1% | +3.9% | +19.5% |
| YTD | +12.4% | +28.7% | -16.4% | +10.2% |
| 1Y | +25.4% | +23.3% | +2.1% | +23.2% |
| 3Y | +29.2% | +112.9% | -83.7% | +12.1% |
| 5Y | +52.6% | -48.8% | +101.4% | +39.9% |
| 10Y | +53.6% | +478.2% | -424.5% | -35.7% |
| All | +272.4% | +1,495.6% | -1,223.1% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling