+3.5%
GPN vs REPL
+119.0%
-115.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -4.3% | -14.1% | +9.8% | -4.5% |
| 30D | 0.0% | -15.2% | +15.2% | -0.2% |
| 3M | +35.8% | +49.9% | -14.1% | +37.7% |
| 6M | +22.0% | +63.5% | -41.5% | +24.8% |
| YTD | +15.2% | +32.9% | -17.7% | +18.1% |
| 1Y | +3.5% | +115.0% | -111.5% | +4.6% |
| All | +3.5% | +119.0% | -115.5% | +4.6% |
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 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