+1,278.0%
AAPL vs GME
+285.6%
+992.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.6% |
| 7D | +3.8% | +10.4% | -6.5% | +3.5% |
| 30D | +9.9% | +14.1% | -4.1% | +9.4% |
| 3M | +12.5% | -4.6% | +17.1% | +12.7% |
| 6M | +27.6% | -13.5% | +41.2% | +28.2% |
| YTD | +22.6% | +5.3% | +17.2% | +22.2% |
| 1Y | +45.0% | -14.9% | +59.9% | +45.6% |
| 3Y | +87.8% | +24.3% | +63.5% | +77.8% |
| 5Y | +128.7% | -55.6% | +184.2% | +119.4% |
| All | +1,278.0% | +285.6% | +992.4% | +738.4% |
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