-50.5%
GME vs REPL
-33.0%
-17.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.7% |
| 7D | +5.8% | +14.2% | -8.4% | +4.9% |
| 30D | -3.7% | +65.9% | -69.5% | -7.0% |
| 3M | +33.6% | +84.6% | -51.0% | +27.7% |
| 6M | +5.4% | +446.9% | -441.5% | -13.2% |
| YTD | +27.4% | +129.0% | -101.6% | +7.3% |
| 1Y | +19.0% | +167.9% | -148.8% | -1.6% |
| 3Y | +101.5% | +93.9% | +7.6% | +6.3% |
| 5Y | -50.5% | -33.0% | -17.5% | -63.9% |
| All | -50.5% | -33.0% | -17.5% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling