+500.0%
APP vs GME
-38.4%
+538.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.9% | +5.9% | +9.3% |
| 7D | +71.2% | +3.7% | +67.5% | +70.2% |
| 30D | +39.1% | +2.2% | +36.9% | +38.4% |
| 3M | +16.5% | +30.6% | -14.1% | +11.5% |
| 6M | -16.6% | -0.2% | -16.4% | -17.2% |
| YTD | -41.9% | +25.1% | -67.0% | -44.6% |
| 1Y | -37.0% | +17.7% | -54.7% | -39.3% |
| 3Y | +892.4% | +85.7% | +806.8% | +588.0% |
| 5Y | +297.3% | -52.9% | +350.2% | +211.0% |
| All | +500.0% | -38.4% | +538.4% | +369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling