-4.9%
GAP vs REPL
+163.1%
-168.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.6% |
| 7D | 0.0% | +14.2% | -14.2% | +0.7% |
| 30D | -4.3% | +65.9% | -70.2% | -1.9% |
| 3M | +9.4% | +84.6% | -75.2% | +12.9% |
| 6M | -3.3% | +446.9% | -450.2% | +11.4% |
| YTD | -10.5% | +129.0% | -139.5% | +0.5% |
| All | -4.9% | +163.1% | -168.0% | +5.7% |
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