+643.2%
GEV vs REPL
+89.4%
+553.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.2% |
| 7D | +8.1% | -5.7% | +13.8% | +8.2% |
| 30D | -1.9% | +22.5% | -24.4% | -2.4% |
| 3M | +4.1% | +64.7% | -60.6% | +1.9% |
| 6M | +23.2% | +83.0% | -59.8% | +17.5% |
| YTD | +48.9% | +52.0% | -3.1% | +42.5% |
| 1Y | +62.2% | +144.5% | -82.3% | +51.3% |
| All | +643.2% | +89.4% | +553.8% | +554.0% |
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