-15.7%
GME vs REPL
+136.9%
-152.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +5.3% |
| 7D | +4.8% | -9.6% | +14.4% | +4.9% |
| 30D | +5.9% | +5.7% | +0.1% | +5.8% |
| 3M | -10.7% | +56.4% | -67.1% | -10.8% |
| 6M | -19.8% | +67.4% | -87.2% | -20.5% |
| YTD | -0.9% | +48.7% | -49.6% | -1.7% |
| 1Y | -15.7% | +148.3% | -164.0% | -17.7% |
| All | -15.7% | +136.9% | -152.6% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling