+474.1%
GME vs REPL
-9.7%
+483.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +5.4% |
| 7D | +4.8% | -9.6% | +14.4% | +5.5% |
| 30D | +5.9% | +5.7% | +0.1% | +5.3% |
| 3M | -10.7% | +56.4% | -67.1% | -16.2% |
| 6M | -19.8% | +67.4% | -87.2% | -30.5% |
| YTD | -0.9% | +48.7% | -49.6% | -13.6% |
| 1Y | -15.7% | +148.3% | -164.0% | -33.4% |
| 3Y | +12.3% | -26.7% | +39.0% | -20.9% |
| 5Y | -60.1% | -54.1% | -5.9% | -71.6% |
| All | +474.1% | -9.7% | +483.8% | +242.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling