+12.2%
GAP vs REPL
-53.9%
+66.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.2% |
| 7D | +1.7% | -5.7% | +7.5% | +1.8% |
| 30D | +9.3% | +22.5% | -13.1% | +9.0% |
| 3M | +6.1% | +64.7% | -58.6% | +4.7% |
| 6M | -2.3% | +83.0% | -85.3% | -6.1% |
| YTD | -10.6% | +52.0% | -62.5% | -13.5% |
| 1Y | -4.4% | +144.5% | -149.0% | -12.4% |
| 3Y | +118.3% | -25.1% | +143.4% | +96.6% |
| 5Y | +12.2% | -52.9% | +65.1% | +18.7% |
| All | +12.2% | -53.9% | +66.1% | +18.7% |
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 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