-1.5%
GAP vs REPL
-6.0%
+4.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -4.5% | -3.0% | -1.5% | -4.4% |
| 30D | +9.0% | +27.1% | -18.1% | +7.7% |
| 3M | +5.0% | +52.4% | -47.4% | +0.8% |
| 6M | -17.8% | +107.4% | -125.3% | -27.5% |
| YTD | -10.4% | +54.7% | -65.1% | -19.3% |
| 1Y | -3.4% | +158.9% | -162.2% | -20.6% |
| 3Y | +111.5% | -23.7% | +135.2% | +63.6% |
| 5Y | +8.8% | -54.3% | +63.2% | -12.3% |
| All | -1.5% | -6.0% | +4.5% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling