-20.0%
GPN vs REPL
-19.2%
-0.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | -4.3% | -14.1% | +9.8% | -3.9% |
| 30D | 0.0% | -15.2% | +15.2% | +0.5% |
| 3M | +35.8% | +49.9% | -14.1% | +32.2% |
| 6M | +22.0% | +63.5% | -41.5% | +14.0% |
| YTD | +15.2% | +32.9% | -17.7% | +8.5% |
| 1Y | +3.5% | +115.0% | -111.5% | -7.5% |
| 3Y | -26.9% | -34.7% | +7.8% | -37.4% |
| 5Y | -44.2% | -59.7% | +15.4% | -51.2% |
| All | -20.0% | -19.2% | -0.8% | -49.8% |
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