-32.0%
GFS vs REPL
-33.0%
+1.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +4.8% |
| 7D | -3.1% | +14.2% | -17.3% | -3.4% |
| 30D | -16.0% | +65.9% | -81.9% | -17.1% |
| 3M | -24.7% | +84.6% | -109.3% | -25.9% |
| 6M | -45.1% | +446.9% | -492.1% | -48.3% |
| YTD | +16.5% | +129.0% | -112.5% | +10.4% |
| 1Y | +19.3% | +167.9% | -148.5% | +12.5% |
| 3Y | -20.0% | +93.9% | -113.9% | -31.5% |
| 5Y | -32.0% | -33.0% | +0.9% | -42.1% |
| All | -32.0% | -33.0% | +1.0% | -42.1% |
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