+7.1%
GAP vs REPL
-35.6%
+42.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.0% | -12.1% | -4.3% |
| 7D | -3.8% | +22.8% | -26.5% | -4.0% |
| 30D | -9.0% | +63.8% | -72.8% | -9.7% |
| 3M | +5.5% | +68.1% | -62.7% | +4.6% |
| 6M | -11.1% | +528.5% | -539.6% | -15.8% |
| YTD | -13.6% | +122.4% | -136.0% | -16.6% |
| 1Y | -2.9% | +154.4% | -157.2% | -7.0% |
| 3Y | +69.6% | +68.0% | +1.6% | +41.5% |
| All | +7.1% | -35.6% | +42.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling