-17.4%
GIS vs REPL
+125.1%
-142.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +8.5% | +28.8% | -20.4% | +8.6% |
| 30D | +15.3% | +57.3% | -42.0% | +15.5% |
| 3M | +0.9% | +73.6% | -72.6% | +1.1% |
| 6M | +7.9% | +582.8% | -574.9% | +5.5% |
| YTD | -17.6% | +112.9% | -130.4% | -18.0% |
| 1Y | -17.4% | +130.7% | -148.0% | -17.0% |
| All | -17.4% | +125.1% | -142.5% | -17.0% |
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