+620.7%
GEV vs REPL
+92.8%
+527.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +3.3% | -3.0% | +6.3% | +3.4% |
| 30D | -7.5% | +27.1% | -34.6% | -8.0% |
| 3M | -2.2% | +52.4% | -54.6% | -4.0% |
| 6M | +12.1% | +107.4% | -95.4% | +6.5% |
| YTD | +44.4% | +54.7% | -10.3% | +38.1% |
| 1Y | +57.7% | +158.9% | -101.2% | +46.6% |
| All | +620.7% | +92.8% | +527.9% | +534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling