+506.6%
APP vs GME
-37.6%
+544.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | +61.1% | +4.8% | +56.3% | +59.9% |
| 30D | +42.8% | -4.3% | +47.0% | +43.6% |
| 3M | +16.7% | +35.3% | -18.7% | +11.0% |
| 6M | -15.6% | +4.7% | -20.3% | -16.8% |
| YTD | -41.3% | +26.6% | -67.9% | -44.0% |
| 1Y | -39.3% | +18.3% | -57.6% | -41.5% |
| 3Y | +803.2% | +102.8% | +700.4% | +513.6% |
| 5Y | +313.2% | -48.9% | +362.1% | +223.4% |
| All | +506.6% | -37.6% | +544.2% | +374.2% |
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