+558.7%
GFI vs REPL
-54.7%
+613.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | -0.3% |
| 7D | +4.7% | -9.6% | +14.3% | +4.8% |
| 30D | +14.4% | +5.7% | +8.7% | +14.3% |
| 3M | +32.5% | +56.4% | -23.9% | +31.6% |
| 6M | -7.2% | +67.4% | -74.6% | -9.3% |
| YTD | +10.9% | +48.7% | -37.8% | +8.4% |
| 1Y | +35.5% | +148.3% | -112.8% | +30.6% |
| 3Y | +312.1% | -26.7% | +338.8% | +291.3% |
| All | +558.7% | -54.7% | +613.4% | +513.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling