+109.5%
REPL vs GPC
+1.3%
+108.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.4% |
| 7D | +12.7% | +0.4% | +12.4% | +12.9% |
| 30D | +73.5% | -1.8% | +75.3% | +72.6% |
| 3M | +70.3% | -6.6% | +76.9% | +67.1% |
| 6M | +472.0% | +21.3% | +450.7% | +511.3% |
| YTD | +139.5% | +4.3% | +135.2% | +156.6% |
| 1Y | +167.3% | +3.3% | +164.0% | +185.9% |
| 3Y | +109.5% | +0.8% | +108.8% | +79.0% |
| All | +109.5% | +1.3% | +108.2% | +79.0% |
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