-16.7%
GPN vs REPL
+36.8%
-53.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | -5.6% | +1.2% | -6.9% | -5.7% |
| 30D | +13.6% | +92.2% | -78.6% | +11.3% |
| 3M | -2.8% | +44.1% | -46.9% | -4.1% |
| 6M | +38.1% | +313.0% | -275.0% | +28.0% |
| YTD | +19.9% | +125.2% | -105.3% | +11.0% |
| 1Y | +23.4% | +143.8% | -120.4% | +13.7% |
| 3Y | -12.6% | +104.2% | -116.8% | -31.7% |
| 5Y | -26.6% | -34.5% | +7.9% | -36.5% |
| All | -16.7% | +36.8% | -53.6% | -48.6% |
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 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