+7.4%
GPN vs REPL
+161.1%
-153.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.8% |
| 7D | +0.8% | -3.0% | +3.8% | +0.7% |
| 30D | +5.8% | +27.1% | -21.4% | +6.1% |
| 3M | +37.0% | +52.4% | -15.4% | +39.1% |
| 6M | +20.1% | +107.4% | -87.3% | +22.8% |
| YTD | +20.4% | +54.7% | -34.3% | +23.6% |
| 1Y | +7.4% | +158.9% | -151.4% | +8.7% |
| All | +7.4% | +161.1% | -153.7% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling