+22.1%
GH vs REPL
-54.3%
+76.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.4% |
| 7D | -0.1% | -3.0% | +2.9% | +0.2% |
| 30D | -1.1% | +27.1% | -28.2% | -3.3% |
| 3M | +21.3% | +52.4% | -31.1% | +12.6% |
| 6M | +73.5% | +107.4% | -33.9% | +43.3% |
| YTD | +58.0% | +54.7% | +3.3% | +34.4% |
| 1Y | +163.1% | +158.9% | +4.2% | +98.3% |
| 3Y | +361.0% | -23.7% | +384.8% | +244.3% |
| All | +22.1% | -54.3% | +76.4% | -20.5% |
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