-2.6%
REPL vs GPC
+75.4%
-78.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.1% |
| 7D | -5.7% | +0.2% | -5.9% | -5.8% |
| 30D | +22.5% | -0.4% | +22.9% | +22.5% |
| 3M | +64.7% | +39.2% | +25.5% | +49.0% |
| 6M | +83.0% | +18.2% | +64.8% | +70.5% |
| YTD | +52.0% | +12.1% | +39.9% | +43.3% |
| 1Y | +144.5% | -0.7% | +145.2% | +140.8% |
| 3Y | -25.1% | -1.7% | -23.4% | -35.8% |
| 5Y | -52.9% | +29.3% | -82.2% | -66.6% |
| All | -2.6% | +75.4% | -78.0% | -41.2% |
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