+20.0%
ON vs GME
-49.3%
+69.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.7% |
| 7D | +12.2% | +2.9% | +9.3% | +11.9% |
| 30D | -3.1% | -4.8% | +1.7% | -2.6% |
| 3M | -12.9% | +39.2% | -52.1% | -16.4% |
| 6M | -38.6% | +17.1% | -55.7% | -40.0% |
| YTD | +31.2% | +28.7% | +2.5% | +26.4% |
| 1Y | +47.6% | +23.3% | +24.3% | +42.9% |
| 3Y | +6.6% | +112.9% | -106.3% | -23.0% |
| All | +20.0% | -49.3% | +69.3% | +1.9% |
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