+246.2%
OMC vs GME
+1,082.6%
-836.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -6.4% | +7.2% | -13.6% | -6.8% |
| 30D | +1.1% | +0.8% | +0.3% | +1.0% |
| 3M | +10.4% | -14.0% | +24.4% | +11.4% |
| 6M | -1.7% | -19.7% | +18.0% | -0.5% |
| YTD | +4.4% | -4.6% | +9.0% | +4.5% |
| 1Y | +8.4% | -14.3% | +22.8% | +9.1% |
| 3Y | +14.4% | +4.0% | +10.4% | +4.3% |
| 5Y | +33.9% | -62.2% | +96.1% | +25.1% |
| 10Y | +34.9% | +241.4% | -206.5% | -39.9% |
| All | +246.2% | +1,082.6% | -836.4% | +6.3% |
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