+274.9%
OMC vs GRMN
+6,828.2%
-6,553.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +12.2% | +1.2% | +11.0% | +11.9% |
| 3M | +0.6% | -8.9% | +9.5% | +2.9% |
| 6M | +21.0% | +23.0% | -2.0% | +13.8% |
| YTD | +12.4% | +41.2% | -28.9% | +1.7% |
| 1Y | +25.4% | +47.5% | -22.1% | +12.3% |
| 3Y | +29.2% | +155.8% | -126.6% | -1.8% |
| 5Y | +52.6% | +120.2% | -67.6% | +19.5% |
| 10Y | +53.6% | +629.9% | -576.2% | -10.1% |
| All | +274.9% | +6,828.2% | -6,553.4% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling