+74.6%
GAP vs REPL
+97.7%
-23.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.9% | +1.2% | -3.2% | -1.9% |
| 30D | -7.1% | +92.2% | -99.2% | -6.8% |
| 3M | +4.1% | +44.1% | -40.0% | +4.2% |
| 6M | +1.9% | +313.0% | -311.1% | +2.9% |
| YTD | -15.2% | +125.2% | -140.4% | -14.4% |
| 1Y | -10.6% | +143.8% | -154.4% | -10.0% |
| 3Y | +74.6% | +104.2% | -29.6% | +60.9% |
| All | +74.6% | +97.7% | -23.2% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling