+634.0%
GME vs REPL
+45.5%
+588.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.9% |
| 7D | +4.8% | +12.7% | -8.0% | +4.0% |
| 30D | -4.3% | +73.5% | -77.7% | -7.8% |
| 3M | +35.3% | +70.3% | -35.0% | +30.2% |
| 6M | +4.7% | +472.0% | -467.3% | -13.3% |
| YTD | +26.6% | +139.5% | -112.9% | +6.8% |
| 1Y | +18.3% | +167.3% | -148.9% | -1.3% |
| 3Y | +102.8% | +109.5% | -6.7% | +28.6% |
| 5Y | -48.9% | -29.9% | -19.0% | -64.8% |
| All | +634.0% | +45.5% | +588.5% | +323.6% |
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