-26.7%
GPN vs REPL
-24.7%
-2.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.4% |
| 7D | -0.7% | -5.7% | +5.0% | -0.8% |
| 30D | +3.8% | +22.5% | -18.6% | +4.0% |
| 3M | +39.2% | +64.7% | -25.5% | +40.6% |
| 6M | +17.9% | +83.0% | -65.1% | +19.6% |
| YTD | +16.4% | +52.0% | -35.6% | +18.0% |
| 1Y | +3.6% | +144.5% | -140.9% | +4.9% |
| 3Y | -26.7% | -25.1% | -1.6% | -31.4% |
| All | -26.7% | -24.7% | -2.0% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling