+35.8%
GFS vs REPL
+161.1%
-125.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +1.5% |
| 7D | +1.0% | -3.0% | +4.0% | +1.0% |
| 30D | -8.6% | +27.1% | -35.7% | -8.9% |
| 3M | -46.5% | +52.4% | -98.9% | -47.1% |
| 6M | -4.8% | +107.4% | -112.3% | -6.2% |
| YTD | +29.7% | +54.7% | -25.1% | +28.3% |
| 1Y | +35.8% | +158.9% | -123.0% | +31.7% |
| All | +35.8% | +161.1% | -125.3% | +31.7% |
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