+25.2%
GFS vs REPL
+142.3%
-117.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.5% |
| 7D | +17.2% | +9.8% | +7.4% | +17.1% |
| 30D | -8.7% | +81.5% | -90.2% | -9.3% |
| 3M | -19.7% | +44.2% | -63.9% | -20.0% |
| 6M | -40.7% | +437.4% | -478.1% | -41.1% |
| YTD | +22.5% | +126.1% | -103.6% | +23.0% |
| 1Y | +25.2% | +143.1% | -117.9% | +23.2% |
| All | +25.2% | +142.3% | -117.1% | +23.2% |
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 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