+31.1%
OMC vs GNRC
+448.8%
-417.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.1% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -7.6% | -15.7% | +8.1% | -5.0% |
| 3M | +4.5% | -27.3% | +31.9% | +9.4% |
| 6M | -0.3% | -12.1% | +11.8% | -0.2% |
| YTD | -0.1% | +37.1% | -37.2% | -9.4% |
| 1Y | +4.6% | -0.5% | +5.1% | +0.5% |
| 3Y | +10.5% | +61.5% | -51.1% | -6.8% |
| 5Y | +31.7% | -58.6% | +90.3% | +43.1% |
| All | +31.1% | +448.8% | -417.8% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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