+265.1%
OMC vs GNRC
+2,077.0%
-1,811.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.1% |
| 7D | -4.2% | +3.2% | -7.4% | -4.8% |
| 30D | -7.5% | -9.5% | +2.0% | -6.0% |
| 3M | +4.6% | -28.5% | +33.2% | +10.0% |
| 6M | -4.8% | -10.0% | +5.1% | -5.1% |
| YTD | -1.0% | +36.7% | -37.8% | -10.0% |
| 1Y | +3.8% | +2.6% | +1.3% | -0.8% |
| 3Y | +10.2% | +61.9% | -51.7% | -6.5% |
| 5Y | +29.7% | -59.0% | +88.8% | +37.5% |
| 10Y | +32.3% | +444.8% | -412.5% | -25.8% |
| All | +265.1% | +2,077.0% | -1,811.9% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling