+13.1%
REPL vs GGLL
+188.6%
-175.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.4% | +6.6% | +7.8% |
| 7D | +22.8% | +3.1% | +19.7% | +22.2% |
| 30D | +63.8% | -36.3% | +100.1% | +74.8% |
| 3M | +68.1% | -40.4% | +108.5% | +81.1% |
| 6M | +528.5% | -54.6% | +583.1% | +589.9% |
| YTD | +122.4% | -31.1% | +153.6% | +131.8% |
| 1Y | +154.4% | -19.2% | +173.5% | +159.9% |
| 3Y | +68.0% | +151.5% | -83.5% | +44.0% |
| All | +13.1% | +188.6% | -175.6% | -7.3% |
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