-20.1%
GFS vs REPL
+97.7%
-117.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +7.4% | +1.2% | +6.1% | +7.3% |
| 30D | -15.3% | +92.2% | -107.4% | -16.0% |
| 3M | -21.1% | +44.1% | -65.2% | -21.5% |
| 6M | -44.5% | +313.0% | -357.5% | -45.9% |
| YTD | +19.2% | +125.2% | -106.0% | +16.1% |
| 1Y | +27.2% | +143.8% | -116.5% | +23.7% |
| 3Y | -20.1% | +104.2% | -124.3% | -26.4% |
| All | -20.1% | +97.7% | -117.9% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling