+18.5%
ONDS vs GME
+388.1%
-369.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.3% | -9.6% | -4.8% |
| 7D | -4.2% | +4.8% | -9.1% | -4.6% |
| 30D | -21.7% | +5.9% | -27.6% | -22.1% |
| 3M | -24.5% | -10.7% | -13.7% | -23.9% |
| 6M | -25.0% | -19.8% | -5.2% | -23.8% |
| YTD | -25.3% | -0.9% | -24.4% | -25.5% |
| 1Y | +33.8% | -15.7% | +49.4% | +35.1% |
| 3Y | +699.3% | +12.3% | +687.0% | +626.6% |
| 5Y | -5.2% | -60.1% | +54.9% | -10.8% |
| All | +18.5% | +388.1% | -369.6% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling