+55.6%
REPL vs GGLL
+151.4%
-95.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.2% | -2.6% |
| 7D | +15.1% | -1.3% | +16.4% | +15.3% |
| 30D | +51.1% | -36.3% | +87.3% | +60.3% |
| 3M | +69.2% | -42.7% | +111.9% | +82.2% |
| 6M | +597.6% | -53.1% | +650.6% | +651.9% |
| YTD | +106.0% | -32.1% | +138.1% | +116.1% |
| 1Y | +133.3% | -20.1% | +153.4% | +142.3% |
| All | +55.6% | +151.4% | -95.9% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling