+44.4%
REPL vs GPC
+61.4%
-17.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +92.2% | -6.3% | +98.5% | +95.2% |
| 3M | +44.1% | -8.2% | +52.3% | +47.0% |
| 6M | +313.0% | +27.1% | +285.9% | +281.2% |
| YTD | +125.2% | +3.1% | +122.1% | +116.5% |
| 1Y | +143.8% | +0.1% | +143.7% | +136.6% |
| 3Y | +104.2% | +0.2% | +104.0% | +70.6% |
| 5Y | -34.5% | +4.9% | -39.4% | -48.9% |
| All | +44.4% | +61.4% | -17.0% | -11.2% |
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