+130.7%
REPL vs GGLL
-11.6%
+142.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -1.6% |
| 7D | +28.8% | -23.1% | +51.9% | +36.1% |
| 30D | +57.3% | -32.9% | +90.2% | +74.9% |
| 3M | +73.6% | -44.9% | +118.5% | +106.4% |
| 6M | +582.8% | -49.5% | +632.4% | +674.3% |
| YTD | +112.9% | -28.9% | +141.8% | +131.4% |
| 1Y | +130.7% | -12.2% | +142.9% | +140.7% |
| All | +130.7% | -11.6% | +142.3% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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