+193.1%
APD vs GME
+475.1%
-282.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +3.8% | +2.9% | +0.9% | +3.8% |
| 30D | +8.2% | -4.8% | +13.0% | +8.3% |
| 3M | +4.3% | +39.2% | -34.9% | +3.8% |
| 6M | +4.7% | +17.1% | -12.4% | +4.4% |
| YTD | +31.5% | +28.7% | +2.8% | +31.0% |
| 1Y | +23.5% | +23.3% | +0.2% | +23.1% |
| 3Y | +29.1% | +112.9% | -83.8% | +25.1% |
| 5Y | +15.9% | -48.8% | +64.7% | +13.3% |
| All | +193.1% | +475.1% | -282.0% | +132.5% |
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