+514.9%
GEV vs REPL
+180.6%
+334.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +3.7% | +1.2% | +2.5% | +3.7% |
| 30D | -14.7% | +92.2% | -106.9% | -16.0% |
| 3M | -23.4% | +44.1% | -67.5% | -24.2% |
| 6M | -24.3% | +313.0% | -337.4% | -27.8% |
| YTD | +23.2% | +125.2% | -102.0% | +16.7% |
| 1Y | +44.2% | +143.8% | -99.5% | +36.3% |
| All | +514.9% | +180.6% | +334.2% | +435.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling