-0.8%
REPL vs GPC
+80.7%
-81.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.9% |
| 7D | -3.0% | +1.2% | -4.2% | -3.3% |
| 30D | +27.1% | +6.0% | +21.2% | +25.2% |
| 3M | +52.4% | +42.6% | +9.8% | +37.1% |
| 6M | +107.4% | +22.8% | +84.7% | +91.3% |
| YTD | +54.7% | +15.5% | +39.3% | +44.9% |
| 1Y | +158.9% | +2.0% | +156.8% | +153.3% |
| 3Y | -23.7% | -1.4% | -22.3% | -34.2% |
| 5Y | -54.3% | +30.6% | -84.9% | -67.5% |
| All | -0.8% | +80.7% | -81.4% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling