+390.5%
GE vs REPL
-35.6%
+426.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.0% | -5.3% | +2.5% |
| 7D | +7.1% | +22.8% | -15.7% | +6.6% |
| 30D | +6.5% | +63.8% | -57.3% | +5.3% |
| 3M | -13.6% | +68.1% | -81.7% | -14.6% |
| 6M | +6.0% | +528.5% | -522.5% | +0.2% |
| YTD | +5.4% | +122.4% | -117.0% | +0.7% |
| 1Y | +6.5% | +154.4% | -147.9% | +1.3% |
| 3Y | +268.6% | +68.0% | +200.6% | +227.9% |
| All | +390.5% | -35.6% | +426.1% | +353.4% |
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