+305.8%
GFI vs REPL
-27.0%
+332.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.3% |
| 7D | +4.7% | -9.6% | +14.3% | +4.7% |
| 30D | +14.4% | +5.7% | +8.7% | +14.4% |
| 3M | +32.5% | +56.4% | -23.9% | +32.3% |
| 6M | -7.2% | +67.4% | -74.6% | -8.3% |
| YTD | +10.9% | +48.7% | -37.8% | +9.5% |
| 1Y | +35.5% | +148.3% | -112.8% | +32.9% |
| All | +305.8% | -27.0% | +332.9% | +282.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling