+22.1%
GFI vs REPL
+119.0%
-96.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.3% |
| 7D | -4.9% | -14.1% | +9.2% | -4.8% |
| 30D | +10.7% | -15.2% | +26.0% | +10.8% |
| 3M | +25.6% | +49.9% | -24.3% | +25.6% |
| 6M | -8.3% | +63.5% | -71.8% | -9.6% |
| YTD | +6.3% | +32.9% | -26.6% | +5.0% |
| 1Y | +22.1% | +115.0% | -92.9% | +19.1% |
| All | +22.1% | +119.0% | -96.9% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling