+32.5%
OMC vs GRMN
+73.8%
-41.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.2% | -1.8% | -4.4% | -5.7% |
| 30D | -7.6% | -12.1% | +4.5% | -3.7% |
| 3M | +7.4% | +18.0% | -10.6% | +0.8% |
| 6M | +0.1% | +13.7% | -13.6% | -5.2% |
| YTD | +0.4% | +35.3% | -34.9% | -10.6% |
| 1Y | +7.8% | +17.2% | -9.5% | +0.2% |
| 3Y | +11.8% | +179.6% | -167.8% | -29.1% |
| 5Y | +32.5% | +75.6% | -43.1% | -6.6% |
| All | +32.5% | +73.8% | -41.4% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling