+887.9%
APP vs GME
+106.8%
+781.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.8% |
| 7D | +4.6% | +2.9% | +1.7% | +4.3% |
| 30D | +56.0% | -4.8% | +60.8% | +56.6% |
| 3M | +30.8% | +39.2% | -8.4% | +27.1% |
| 6M | -9.8% | +17.1% | -26.9% | -11.3% |
| YTD | -39.3% | +28.7% | -68.0% | -40.9% |
| 1Y | -26.4% | +23.3% | -49.8% | -28.1% |
| 3Y | +887.9% | +112.9% | +775.0% | +750.9% |
| All | +887.9% | +106.8% | +781.1% | +750.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling