+158.9%
REPL vs GPC
+1.0%
+157.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.2% |
| 7D | -3.0% | +1.2% | -4.2% | -2.5% |
| 30D | +27.1% | +6.0% | +21.2% | +30.4% |
| 3M | +52.4% | +42.6% | +9.8% | +77.3% |
| 6M | +107.4% | +22.8% | +84.7% | +136.2% |
| YTD | +54.7% | +15.5% | +39.3% | +94.2% |
| 1Y | +158.9% | +2.0% | +156.8% | +314.6% |
| All | +158.9% | +1.0% | +157.9% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling