+453.0%
GME vs REPL
-6.0%
+459.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.3% |
| 7D | +7.2% | -3.0% | +10.2% | +7.4% |
| 30D | +0.8% | +27.1% | -26.3% | -1.0% |
| 3M | -14.0% | +52.4% | -66.3% | -19.1% |
| 6M | -19.7% | +107.4% | -127.2% | -31.8% |
| YTD | -4.6% | +54.7% | -59.3% | -17.0% |
| 1Y | -14.3% | +158.9% | -173.2% | -32.6% |
| 3Y | +4.0% | -23.7% | +27.7% | -26.9% |
| 5Y | -62.2% | -54.3% | -7.9% | -73.2% |
| All | +453.0% | -6.0% | +459.0% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling