+85.4%
APA vs GME
-48.9%
+134.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | +5.1% | +1.6% | +3.4% | +5.0% |
| 30D | +0.3% | -6.2% | +6.5% | +0.6% |
| 3M | +15.6% | +35.8% | -20.1% | +13.7% |
| 6M | +28.9% | +10.3% | +18.6% | +28.0% |
| YTD | +96.6% | +27.2% | +69.3% | +93.0% |
| 1Y | +95.5% | +19.1% | +76.4% | +92.7% |
| 3Y | +41.8% | +103.7% | -61.9% | +21.3% |
| 5Y | +85.4% | -50.0% | +135.4% | +69.6% |
| All | +85.4% | -48.9% | +134.3% | +69.6% |
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