-38.3%
GIS vs REPL
+91.4%
-129.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -1.8% |
| 7D | +0.4% | +14.2% | -13.8% | +0.4% |
| 30D | +10.1% | +65.9% | -55.8% | +10.3% |
| 3M | -3.7% | +84.6% | -88.2% | -3.4% |
| 6M | +4.3% | +446.9% | -442.7% | +4.6% |
| YTD | -19.8% | +129.0% | -148.8% | -19.8% |
| 1Y | -20.5% | +167.9% | -188.3% | -20.4% |
| 3Y | -38.3% | +93.9% | -132.2% | -38.8% |
| All | -38.3% | +91.4% | -129.7% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling