-34.7%
GFS vs REPL
-35.6%
+0.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.0% | -1.8% | +6.0% |
| 7D | -7.8% | +22.8% | -30.6% | -8.3% |
| 30D | -19.7% | +63.8% | -83.4% | -20.7% |
| 3M | -23.1% | +68.1% | -91.2% | -24.2% |
| 6M | -46.4% | +528.5% | -574.9% | -49.7% |
| YTD | +11.0% | +122.4% | -111.4% | +5.3% |
| 1Y | +12.6% | +154.4% | -141.7% | +6.4% |
| 3Y | -24.9% | +68.0% | -92.9% | -35.0% |
| All | -34.7% | -35.6% | +0.9% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling