+53.6%
REPL vs GPC
+63.2%
-9.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.8% |
| 7D | +12.7% | +0.4% | +12.4% | +12.6% |
| 30D | +73.5% | -1.8% | +75.3% | +74.0% |
| 3M | +70.3% | -6.6% | +76.9% | +72.9% |
| 6M | +472.0% | +21.3% | +450.7% | +435.0% |
| YTD | +139.5% | +4.3% | +135.2% | +129.6% |
| 1Y | +167.3% | +3.3% | +164.0% | +156.9% |
| 3Y | +109.5% | +0.8% | +108.8% | +75.2% |
| 5Y | -29.9% | +7.4% | -37.3% | -45.9% |
| All | +53.6% | +63.2% | -9.6% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling