-26.4%
APP vs GME
+21.5%
-47.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.9% |
| 7D | +4.6% | +2.9% | +1.7% | +4.4% |
| 30D | +56.0% | -4.8% | +60.8% | +56.8% |
| 3M | +30.8% | +39.2% | -8.4% | +27.2% |
| 6M | -9.8% | +17.1% | -26.9% | -10.8% |
| YTD | -39.3% | +28.7% | -68.0% | -40.8% |
| 1Y | -26.4% | +23.3% | -49.8% | -29.2% |
| All | -26.4% | +21.5% | -47.9% | -29.2% |
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 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