+31.1%
OMC vs GRMN
+674.8%
-643.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -2.0% |
| 7D | -4.4% | +2.0% | -6.4% | -5.1% |
| 30D | -7.6% | -8.8% | +1.2% | -4.4% |
| 3M | +4.5% | +19.0% | -14.5% | -3.3% |
| 6M | -0.3% | +20.7% | -21.0% | -8.7% |
| YTD | -0.1% | +40.5% | -40.6% | -14.1% |
| 1Y | +4.6% | +19.1% | -14.5% | -4.4% |
| 3Y | +10.5% | +182.7% | -172.2% | -33.9% |
| 5Y | +31.7% | +82.3% | -50.6% | -5.4% |
| All | +31.1% | +674.8% | -643.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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