+57.4%
GEV vs REPL
+136.9%
-79.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.1% |
| 7D | +3.2% | -9.6% | +12.7% | +3.2% |
| 30D | -4.0% | +5.7% | -9.7% | -4.1% |
| 3M | +3.4% | +56.4% | -53.0% | +2.7% |
| 6M | +14.7% | +67.4% | -52.7% | +12.3% |
| YTD | +45.8% | +48.7% | -2.9% | +42.5% |
| 1Y | +57.4% | +148.3% | -90.9% | +55.6% |
| All | +57.4% | +136.9% | -79.5% | +55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling