-16.4%
GPN vs REPL
-6.0%
-10.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +0.9% |
| 7D | +0.8% | -3.0% | +3.8% | +0.9% |
| 30D | +5.8% | +27.1% | -21.4% | +5.0% |
| 3M | +37.0% | +52.4% | -15.4% | +33.4% |
| 6M | +20.1% | +107.4% | -87.3% | +11.1% |
| YTD | +20.4% | +54.7% | -34.3% | +12.9% |
| 1Y | +7.4% | +158.9% | -151.4% | -4.6% |
| 3Y | -26.1% | -23.7% | -2.4% | -37.0% |
| 5Y | -38.5% | -54.3% | +15.8% | -46.3% |
| All | -16.4% | -6.0% | -10.4% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling