+170.8%
GH vs REPL
+142.1%
+28.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | -2.1% | -5.7% | +3.7% | -1.9% |
| 30D | -4.5% | +22.5% | -26.9% | -5.1% |
| 3M | +28.9% | +64.7% | -35.8% | +24.7% |
| 6M | +76.5% | +83.0% | -6.5% | +67.7% |
| YTD | +57.6% | +52.0% | +5.7% | +50.7% |
| All | +170.8% | +142.1% | +28.7% | +146.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling