-1.6%
GAP vs REPL
+39.1%
-40.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.4% |
| 7D | 0.0% | +14.2% | -14.2% | -0.6% |
| 30D | -4.3% | +65.9% | -70.2% | -6.6% |
| 3M | +9.4% | +84.6% | -75.2% | +6.1% |
| 6M | -3.3% | +446.9% | -450.2% | -15.9% |
| YTD | -10.5% | +129.0% | -139.5% | -21.0% |
| 1Y | -2.4% | +167.9% | -170.2% | -15.1% |
| 3Y | +80.1% | +93.9% | -13.8% | +25.4% |
| 5Y | +6.5% | -33.0% | +39.4% | -15.7% |
| All | -1.6% | +39.1% | -40.8% | -42.9% |
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 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