-6.2%
GAP vs REPL
-9.7%
+3.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.5% |
| 7D | -3.2% | -9.6% | +6.4% | -2.7% |
| 30D | -0.7% | +5.7% | -6.4% | -1.0% |
| 3M | -0.5% | +56.4% | -56.9% | -4.6% |
| 6M | -5.0% | +67.4% | -72.4% | -14.6% |
| YTD | -14.7% | +48.7% | -63.3% | -23.0% |
| 1Y | -8.6% | +148.3% | -156.9% | -24.7% |
| 3Y | +108.4% | -26.7% | +135.0% | +61.5% |
| 5Y | +5.8% | -54.1% | +59.9% | -15.2% |
| All | -6.2% | -9.7% | +3.5% | -44.3% |
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