+93.8%
GD vs REPL
-35.6%
+129.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -0.7% |
| 7D | -5.0% | +22.8% | -27.7% | -5.1% |
| 30D | +8.9% | +63.8% | -54.9% | +8.5% |
| 3M | -8.0% | +68.1% | -76.2% | -8.4% |
| 6M | +2.9% | +528.5% | -525.6% | +0.7% |
| YTD | +7.1% | +122.4% | -115.4% | +5.4% |
| 1Y | +5.9% | +154.4% | -148.4% | +4.1% |
| 3Y | +53.9% | +68.0% | -14.1% | +46.0% |
| All | +93.8% | -35.6% | +129.4% | +85.6% |
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 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