-55.4%
APP vs GME
+15.0%
-70.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.6% | +7.1% | +10.3% |
| 7D | +4.5% | +7.8% | -3.2% | +3.7% |
| 30D | -3.6% | -0.4% | -3.2% | -3.4% |
| 3M | -35.3% | +30.9% | -66.1% | -36.8% |
| 6M | -42.8% | +5.5% | -48.2% | -42.9% |
| YTD | -59.7% | +25.2% | -84.9% | -60.9% |
| 1Y | -55.4% | +14.4% | -69.7% | -56.0% |
| All | -55.4% | +15.0% | -70.3% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling