+84,446.3%
AAPL vs GME
+1,066.0%
+83,380.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -2.7% | +0.4% | -3.2% | -2.8% |
| 30D | +1.0% | -1.4% | +2.4% | +1.1% |
| 3M | +5.0% | -15.1% | +20.1% | +6.1% |
| 6M | +23.0% | -22.5% | +45.5% | +25.0% |
| YTD | +16.6% | -5.9% | +22.6% | +16.9% |
| 1Y | +33.4% | -18.6% | +52.1% | +34.8% |
| 3Y | +79.9% | +6.7% | +73.2% | +63.3% |
| 5Y | +109.0% | -62.0% | +171.0% | +95.6% |
| 10Y | +1,210.4% | +239.5% | +971.0% | +462.5% |
| All | +84,446.3% | +1,066.0% | +83,380.4% | +23,926.8% |
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