-33.7%
REPL vs GPC
+4.3%
-38.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.2% | +0.4% | +0.8% | +1.3% |
| 30D | +92.2% | -6.3% | +98.5% | +91.2% |
| 3M | +44.1% | -8.2% | +52.3% | +43.2% |
| 6M | +313.0% | +27.1% | +285.9% | +318.7% |
| YTD | +125.2% | +3.1% | +122.1% | +130.3% |
| 1Y | +143.8% | +0.1% | +143.7% | +149.5% |
| 3Y | +104.2% | +0.2% | +104.0% | +97.9% |
| All | -33.7% | +4.3% | -38.1% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling