+1,452.6%
GFI vs REPL
-19.2%
+1,471.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | -4.9% | -14.1% | +9.2% | -4.7% |
| 30D | +10.7% | -15.2% | +26.0% | +10.9% |
| 3M | +25.6% | +49.9% | -24.3% | +24.3% |
| 6M | -8.3% | +63.5% | -71.8% | -10.9% |
| YTD | +6.3% | +32.9% | -26.6% | +3.6% |
| 1Y | +22.1% | +115.0% | -92.9% | +17.0% |
| 3Y | +289.2% | -34.7% | +323.9% | +266.2% |
| 5Y | +531.7% | -59.7% | +591.3% | +495.7% |
| All | +1,452.6% | -19.2% | +1,471.8% | +1,378.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling