-21.3%
GFS vs REPL
-30.2%
+8.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.2% | -6.6% | -9.8% |
| 7D | -20.7% | +15.1% | -35.8% | -21.0% |
| 30D | -25.2% | +51.1% | -76.3% | -26.1% |
| 3M | -26.3% | +69.2% | -95.5% | -27.4% |
| 6M | -50.7% | +597.6% | -648.3% | -54.0% |
| YTD | +4.5% | +106.0% | -101.4% | -0.8% |
| 1Y | +2.5% | +133.3% | -130.9% | -3.2% |
| 3Y | -30.9% | +41.0% | -71.9% | -39.5% |
| 5Y | -42.6% | -40.1% | -2.5% | -45.0% |
| All | -21.3% | -30.2% | +8.9% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling