+56.9%
ON vs GME
-55.8%
+112.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -0.8% |
| 7D | -1.9% | +4.8% | -6.7% | -2.5% |
| 30D | -11.0% | +5.9% | -16.9% | -11.7% |
| 3M | -39.3% | -10.7% | -28.6% | -38.7% |
| 6M | +19.8% | -19.8% | +39.6% | +22.5% |
| YTD | +31.1% | -0.9% | +32.0% | +30.4% |
| 1Y | +46.0% | -15.7% | +61.7% | +48.0% |
| 3Y | -27.5% | +12.3% | -39.8% | -42.2% |
| 5Y | +56.9% | -60.1% | +117.0% | +35.3% |
| All | +56.9% | -55.8% | +112.7% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling