+97.2%
GD vs REPL
-54.3%
+151.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.8% |
| 7D | -5.3% | -3.0% | -2.3% | -5.2% |
| 30D | -6.4% | +27.1% | -33.6% | -6.6% |
| 3M | +5.7% | +52.4% | -46.7% | +5.1% |
| 6M | -0.9% | +107.4% | -108.4% | -2.5% |
| YTD | +8.2% | +54.7% | -46.6% | +6.9% |
| 1Y | +13.4% | +158.9% | -145.4% | +10.4% |
| 3Y | +68.5% | -23.7% | +92.2% | +63.4% |
| All | +97.2% | -54.3% | +151.5% | +85.7% |
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