+119.8%
GD vs REPL
+25.1%
+94.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.3% |
| 7D | -3.9% | +15.1% | -19.0% | -4.2% |
| 30D | +8.1% | +51.1% | -43.0% | +7.1% |
| 3M | -6.8% | +69.2% | -76.0% | -7.9% |
| 6M | +3.0% | +597.6% | -594.6% | -3.4% |
| YTD | +7.8% | +106.0% | -98.2% | +2.9% |
| 1Y | +5.8% | +133.3% | -127.5% | +0.6% |
| 3Y | +55.3% | +41.0% | +14.3% | +38.3% |
| 5Y | +96.7% | -40.1% | +136.8% | +81.3% |
| All | +119.8% | +25.1% | +94.7% | +73.6% |
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