+493.5%
ONTO vs GME
+1,506.3%
-1,012.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +34.4% | +6.0% | +28.4% | +34.1% |
| 30D | -20.4% | -5.9% | -14.6% | -20.2% |
| 3M | -37.8% | +38.2% | -76.0% | -38.8% |
| 6M | -24.6% | +14.5% | -39.1% | -25.2% |
| YTD | +32.8% | +27.6% | +5.2% | +30.9% |
| 1Y | +54.7% | +19.9% | +34.8% | +52.9% |
| 3Y | +54.7% | +104.3% | -49.6% | +42.5% |
| 5Y | +134.0% | -49.3% | +183.3% | +121.8% |
| All | +493.5% | +1,506.3% | -1,012.8% | +158.1% |
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 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