+16.4%
REPL vs GGLL
+195.8%
-179.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.6% |
| 7D | +14.2% | +6.3% | +7.9% | +13.1% |
| 30D | +65.9% | -35.1% | +101.0% | +76.5% |
| 3M | +84.6% | -37.7% | +122.3% | +97.3% |
| 6M | +446.9% | -54.1% | +501.0% | +498.8% |
| YTD | +129.0% | -29.4% | +158.4% | +137.8% |
| 1Y | +167.9% | -13.4% | +181.3% | +171.4% |
| 3Y | +93.9% | +158.3% | -64.4% | +65.6% |
| All | +16.4% | +195.8% | -179.4% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling