+150.4%
GM vs REPL
-6.0%
+156.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | +1.9% | -3.0% | +4.9% | +2.1% |
| 30D | -1.4% | +27.1% | -28.5% | -2.8% |
| 3M | +5.9% | +52.4% | -46.5% | +0.8% |
| 6M | +12.4% | +107.4% | -95.1% | -1.4% |
| YTD | +8.6% | +54.7% | -46.1% | -2.8% |
| 1Y | +52.6% | +158.9% | -106.2% | +25.2% |
| 3Y | +169.7% | -23.7% | +193.4% | +110.6% |
| 5Y | +87.5% | -54.3% | +141.9% | +50.9% |
| All | +150.4% | -6.0% | +156.4% | +62.2% |
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