+371.1%
GH vs REPL
+57.1%
+314.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | +0.6% | +1.2% | -0.7% | +0.4% |
| 30D | -6.9% | +92.2% | -99.1% | -12.7% |
| 3M | -4.9% | +44.1% | -49.0% | -8.6% |
| 6M | +54.1% | +313.0% | -259.0% | +24.4% |
| YTD | +48.5% | +125.2% | -76.7% | +18.8% |
| 1Y | +61.2% | +143.8% | -82.6% | +27.6% |
| 3Y | +570.3% | +104.2% | +466.2% | +286.4% |
| 5Y | +46.1% | -34.5% | +80.7% | -0.2% |
| All | +371.1% | +57.1% | +314.0% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling