+169.1%
APD vs GME
+255.4%
-86.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -0.9% |
| 7D | -4.6% | +4.8% | -9.4% | -4.7% |
| 30D | -4.2% | +5.9% | -10.1% | -4.3% |
| 3M | +5.0% | -10.7% | +15.7% | +5.1% |
| 6M | +8.9% | -19.8% | +28.7% | +9.2% |
| YTD | +21.9% | -0.9% | +22.8% | +21.8% |
| 1Y | +5.6% | -15.7% | +21.2% | +5.7% |
| 3Y | +6.9% | +12.3% | -5.4% | +4.5% |
| 5Y | +25.3% | -60.1% | +85.4% | +23.0% |
| 10Y | +169.1% | +265.3% | -96.3% | +119.9% |
| All | +169.1% | +255.4% | -86.3% | +119.9% |
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