-22.8%
GIS vs REPL
-53.9%
+31.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.6% |
| 7D | -8.3% | -5.7% | -2.5% | -8.3% |
| 30D | +2.2% | +22.5% | -20.3% | +2.2% |
| 3M | +15.7% | +64.7% | -49.0% | +15.9% |
| 6M | -12.0% | +83.0% | -95.0% | -12.4% |
| YTD | -15.0% | +52.0% | -66.9% | -15.3% |
| 1Y | -20.1% | +144.5% | -164.7% | -20.5% |
| 3Y | -34.6% | -25.1% | -9.5% | -35.1% |
| 5Y | -22.8% | -52.9% | +30.0% | -24.7% |
| All | -22.8% | -53.9% | +31.1% | -24.7% |
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