+185.8%
GS vs REPL
+48.4%
+137.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.5% |
| 7D | -3.2% | +22.8% | -26.0% | -3.6% |
| 30D | -2.4% | +63.8% | -66.2% | -3.4% |
| 3M | -15.7% | +68.1% | -83.9% | -16.7% |
| 6M | -6.8% | +528.5% | -535.3% | -11.8% |
| YTD | -0.1% | +122.4% | -122.5% | -4.6% |
| 1Y | +12.1% | +154.4% | -142.3% | +6.6% |
| 3Y | +185.8% | +68.0% | +117.8% | +158.1% |
| All | +185.8% | +48.4% | +137.4% | +158.1% |
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