+137.2%
APTV vs GME
+591.8%
-454.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -1.7% | +2.9% | -4.7% | -1.9% |
| 30D | -11.6% | -4.8% | -6.8% | -11.4% |
| 3M | -21.2% | +39.2% | -60.4% | -22.8% |
| 6M | -28.5% | +17.1% | -45.6% | -29.3% |
| YTD | -49.1% | +28.7% | -77.8% | -50.0% |
| 1Y | -52.2% | +23.3% | -75.5% | -53.0% |
| 3Y | -48.6% | +112.9% | -161.6% | -54.2% |
| 5Y | -77.3% | -48.8% | -28.4% | -78.8% |
| 10Y | -26.9% | +478.2% | -505.0% | -66.2% |
| All | +137.2% | +591.8% | -454.6% | -1.8% |
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