+378.5%
APP vs GME
-53.6%
+432.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.5% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -10.0% | -1.4% | -8.6% | -9.8% |
| 3M | -44.6% | -15.1% | -29.5% | -43.3% |
| 6M | -37.9% | -22.5% | -15.4% | -35.7% |
| YTD | -53.7% | -5.9% | -47.8% | -53.7% |
| 1Y | -43.0% | -18.6% | -24.3% | -41.6% |
| 3Y | +640.8% | +6.7% | +634.1% | +472.3% |
| 5Y | +358.8% | -62.0% | +420.8% | +276.8% |
| All | +378.5% | -53.6% | +432.2% | +292.8% |
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 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