+399.9%
GH vs REPL
+6.0%
+393.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -2.1% | -5.7% | +3.7% | -1.6% |
| 30D | -4.5% | +22.5% | -26.9% | -6.4% |
| 3M | +28.9% | +64.7% | -35.8% | +17.7% |
| 6M | +76.5% | +83.0% | -6.5% | +44.9% |
| YTD | +57.6% | +52.0% | +5.7% | +31.4% |
| 1Y | +167.5% | +144.5% | +23.0% | +98.1% |
| 3Y | +377.4% | -25.1% | +402.5% | +225.8% |
| 5Y | +23.8% | -52.9% | +76.7% | -12.8% |
| All | +399.9% | +6.0% | +393.9% | +181.0% |
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 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