+606.9%
GEV vs REPL
+69.7%
+537.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.4% | +5.5% | -2.7% |
| 7D | -1.9% | -13.4% | +11.5% | -1.6% |
| 30D | -8.7% | -3.0% | -5.7% | -8.7% |
| 3M | +6.6% | +56.3% | -49.7% | +4.6% |
| 6M | +10.2% | +60.9% | -50.7% | +5.4% |
| YTD | +41.6% | +36.2% | +5.4% | +35.9% |
| 1Y | +43.9% | +121.0% | -77.1% | +34.5% |
| All | +606.9% | +69.7% | +537.2% | +523.6% |
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 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