+68.0%
REPL vs GPC
+1.0%
+67.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.3% | +9.3% | +7.6% |
| 7D | +22.8% | +1.6% | +21.2% | +23.3% |
| 30D | +63.8% | -2.1% | +65.9% | +62.9% |
| 3M | +68.1% | -6.8% | +74.9% | +64.9% |
| 6M | +528.5% | +18.6% | +509.9% | +569.3% |
| YTD | +122.4% | +2.7% | +119.8% | +137.7% |
| 1Y | +154.4% | +1.8% | +152.6% | +171.4% |
| 3Y | +68.0% | +1.1% | +66.9% | +39.1% |
| All | +68.0% | +1.0% | +67.0% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling