+42.6%
REPL vs GPC
+60.7%
-18.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.3% | +9.3% | +8.3% |
| 7D | +22.8% | +1.6% | +21.2% | +22.3% |
| 30D | +63.8% | -2.1% | +65.9% | +64.4% |
| 3M | +68.1% | -6.8% | +74.9% | +70.6% |
| 6M | +528.5% | +18.6% | +509.9% | +491.2% |
| YTD | +122.4% | +2.7% | +119.8% | +114.1% |
| 1Y | +154.4% | +1.8% | +152.6% | +145.2% |
| 3Y | +68.0% | +1.1% | +66.9% | +39.3% |
| 5Y | -35.4% | +4.1% | -39.4% | -49.4% |
| All | +42.6% | +60.7% | -18.1% | -12.2% |
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 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