+503.8%
APP vs GME
-37.1%
+540.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +10.6% | +6.0% | +4.6% | +9.6% |
| 30D | +44.6% | -5.9% | +50.5% | +45.8% |
| 3M | +29.6% | +38.2% | -8.6% | +22.9% |
| 6M | -19.8% | +14.5% | -34.3% | -21.9% |
| YTD | -41.6% | +27.6% | -69.2% | -44.4% |
| 1Y | -32.7% | +19.9% | -52.6% | -35.3% |
| 3Y | +799.0% | +104.3% | +694.7% | +510.1% |
| 5Y | +250.4% | -49.3% | +299.7% | +173.9% |
| All | +503.8% | -37.1% | +540.9% | +371.5% |
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