+463.2%
GE vs REPL
+45.5%
+417.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.5% |
| 7D | +5.4% | +12.7% | -7.4% | +4.8% |
| 30D | +9.6% | +73.5% | -63.8% | +6.9% |
| 3M | -7.7% | +70.3% | -78.0% | -10.0% |
| 6M | +14.0% | +472.0% | -458.0% | +1.6% |
| YTD | +10.2% | +139.5% | -129.3% | -0.8% |
| 1Y | +8.9% | +167.3% | -158.4% | -2.6% |
| 3Y | +273.7% | +109.5% | +164.1% | +186.1% |
| 5Y | +410.2% | -29.9% | +440.1% | +328.1% |
| All | +463.2% | +45.5% | +417.7% | +271.7% |
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 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