+572.1%
ON vs GME
+271.8%
+300.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.3% |
| 7D | -4.7% | +6.0% | -10.8% | -5.1% |
| 30D | -13.5% | +8.3% | -21.8% | -13.9% |
| 3M | -36.3% | -9.1% | -27.3% | -36.0% |
| 6M | +17.8% | -16.3% | +34.1% | +18.8% |
| YTD | +29.6% | +1.5% | +28.0% | +29.1% |
| 1Y | +45.8% | -16.3% | +62.1% | +46.9% |
| 3Y | -28.3% | +15.1% | -43.5% | -33.8% |
| 5Y | +49.6% | -57.2% | +106.8% | +41.4% |
| All | +572.1% | +271.8% | +300.4% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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