+518.8%
GEV vs REPL
+179.2%
+339.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.8% | +1.6% |
| 7D | -3.0% | +5.3% | -8.2% | -3.1% |
| 30D | -18.9% | +66.6% | -85.5% | -19.9% |
| 3M | -20.1% | +59.6% | -79.6% | -21.1% |
| 6M | -24.6% | +482.4% | -507.0% | -28.8% |
| YTD | +24.0% | +124.1% | -100.1% | +17.4% |
| 1Y | +40.6% | +138.6% | -97.9% | +32.9% |
| All | +518.8% | +179.2% | +339.5% | +439.0% |
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