+21.7%
GPN vs REPL
+125.1%
-103.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +15.0% | +28.8% | -13.8% | +15.5% |
| 30D | +16.9% | +57.3% | -40.4% | +17.9% |
| 3M | +9.2% | +73.6% | -64.4% | +10.4% |
| 6M | +34.7% | +582.8% | -548.1% | +41.1% |
| YTD | +25.4% | +112.9% | -87.5% | +37.3% |
| 1Y | +21.7% | +130.7% | -108.9% | +28.0% |
| All | +21.7% | +125.1% | -103.4% | +28.0% |
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