-7.8%
GFS vs REPL
-23.4%
+15.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | +17.2% | +9.8% | +7.4% | +16.9% |
| 30D | -8.7% | +81.5% | -90.2% | -10.2% |
| 3M | -19.7% | +44.2% | -63.9% | -20.5% |
| 6M | -40.7% | +437.4% | -478.1% | -44.3% |
| YTD | +22.5% | +126.1% | -103.6% | +16.0% |
| 1Y | +25.2% | +143.1% | -117.9% | +18.2% |
| 3Y | -17.7% | +97.8% | -115.5% | -30.4% |
| 5Y | -23.5% | -34.3% | +10.7% | -26.8% |
| All | -7.8% | -23.4% | +15.6% | -14.0% |
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