+42.5%
GM vs REPL
-35.0%
+77.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | +3.6% | +92.2% | -88.6% | +1.5% |
| 3M | -0.2% | +44.1% | -44.4% | -1.5% |
| 6M | +13.9% | +313.0% | -299.1% | +5.8% |
| YTD | +6.5% | +125.2% | -118.8% | -1.5% |
| 1Y | +20.7% | +143.8% | -123.1% | +11.2% |
| 3Y | +229.5% | +104.2% | +125.3% | +155.9% |
| All | +42.5% | -35.0% | +77.5% | +29.6% |
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