-21.3%
REPL vs GGLL
+328.7%
-350.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | -3.0% | -4.8% | +1.8% | -2.2% |
| 30D | +27.1% | -13.7% | +40.8% | +30.4% |
| 3M | +52.4% | -21.9% | +74.2% | +56.1% |
| 6M | +107.4% | +11.7% | +95.8% | +103.5% |
| YTD | +54.7% | +2.3% | +52.5% | +52.9% |
| 1Y | +158.9% | +76.2% | +82.7% | +141.6% |
| 3Y | -23.7% | +245.0% | -268.7% | -37.3% |
| All | -21.3% | +328.7% | -350.0% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling