-21.7%
ONON vs GME
-57.1%
+35.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.4% |
| 7D | -2.1% | +10.4% | -12.5% | -3.8% |
| 30D | -11.6% | +14.1% | -25.7% | -13.6% |
| 3M | -30.1% | -4.6% | -25.5% | -29.8% |
| 6M | -30.5% | -13.5% | -17.0% | -29.3% |
| YTD | -41.0% | +5.3% | -46.4% | -42.1% |
| 1Y | -36.7% | -14.9% | -21.8% | -35.7% |
| 3Y | -8.6% | +24.3% | -32.9% | -33.8% |
| All | -21.7% | -57.1% | +35.4% | -34.1% |
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