+27.2%
GFS vs REPL
+144.6%
-117.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +7.4% | +1.2% | +6.1% | +7.4% |
| 30D | -15.3% | +92.2% | -107.4% | -15.8% |
| 3M | -21.1% | +44.1% | -65.2% | -21.4% |
| 6M | -44.5% | +313.0% | -357.5% | -44.8% |
| YTD | +19.2% | +125.2% | -106.0% | +19.7% |
| 1Y | +27.2% | +143.8% | -116.5% | +26.7% |
| All | +27.2% | +144.6% | -117.3% | +26.7% |
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