+391.7%
APP vs GME
-53.0%
+444.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.9% | +7.2% | -6.3% | -0.2% |
| 30D | -23.3% | +0.8% | -24.1% | -23.4% |
| 3M | -42.6% | -14.0% | -28.7% | -41.4% |
| 6M | -33.6% | -19.7% | -13.9% | -31.7% |
| YTD | -52.4% | -4.6% | -47.8% | -52.5% |
| 1Y | -35.9% | -14.3% | -21.5% | -34.9% |
| 3Y | +642.2% | +4.0% | +638.2% | +477.2% |
| 5Y | +311.1% | -62.2% | +373.3% | +236.6% |
| All | +391.7% | -53.0% | +444.6% | +302.6% |
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