+123.4%
GD vs REPL
+39.1%
+84.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +2.2% |
| 7D | -3.0% | +14.2% | -17.3% | -3.3% |
| 30D | +9.3% | +65.9% | -56.6% | +8.1% |
| 3M | -7.2% | +84.6% | -91.8% | -8.5% |
| 6M | +5.5% | +446.9% | -441.5% | -0.2% |
| YTD | +9.5% | +129.0% | -119.5% | +4.3% |
| 1Y | +6.4% | +167.9% | -161.4% | +0.9% |
| 3Y | +59.8% | +93.9% | -34.1% | +40.3% |
| 5Y | +98.0% | -33.0% | +131.0% | +82.0% |
| All | +123.4% | +39.1% | +84.3% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling