+401.3%
GH vs REPL
+8.0%
+393.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | +21.3% | +52.4% | -31.1% | +11.6% |
| 6M | +73.5% | +107.4% | -33.9% | +40.1% |
| YTD | +58.0% | +54.7% | +3.3% | +31.5% |
| 1Y | +163.1% | +158.9% | +4.2% | +93.2% |
| 3Y | +361.0% | -23.7% | +384.8% | +214.1% |
| 5Y | +22.5% | -54.3% | +76.9% | -13.3% |
| All | +401.3% | +8.0% | +393.3% | +181.3% |
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