+145.7%
GM vs REPL
-17.3%
+163.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.4% | +11.2% | +3.2% |
| 7D | -1.1% | -13.4% | +12.4% | -0.4% |
| 30D | -3.4% | -3.0% | -0.4% | -3.4% |
| 3M | +8.7% | +56.3% | -47.6% | +3.2% |
| 6M | +15.4% | +60.9% | -45.5% | +3.0% |
| YTD | +6.6% | +36.2% | -29.6% | -4.0% |
| 1Y | +51.5% | +121.0% | -69.5% | +25.5% |
| 3Y | +169.3% | -32.8% | +202.2% | +111.6% |
| 5Y | +81.6% | -58.7% | +140.2% | +46.4% |
| All | +145.7% | -17.3% | +163.0% | +60.1% |
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