+16.1%
GIS vs REPL
-9.7%
+25.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.6% |
| 7D | -8.6% | -9.6% | +1.0% | -8.6% |
| 30D | -0.5% | +5.7% | -6.2% | -0.5% |
| 3M | +11.9% | +56.4% | -44.5% | +11.4% |
| 6M | -11.6% | +67.4% | -79.0% | -13.0% |
| YTD | -16.3% | +48.7% | -65.0% | -17.6% |
| 1Y | -21.8% | +148.3% | -170.0% | -23.6% |
| 3Y | -35.7% | -26.7% | -9.0% | -37.6% |
| 5Y | -22.9% | -54.1% | +31.3% | -25.0% |
| All | +16.1% | -9.7% | +25.8% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling