+4.9%
GIS vs REPL
+444.5%
-439.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -1.3% |
| 7D | -4.6% | +5.3% | -9.8% | -4.4% |
| 30D | +6.6% | +66.6% | -60.0% | +7.8% |
| 3M | -8.1% | +59.6% | -67.7% | -7.1% |
| 6M | +4.9% | +482.4% | -477.4% | +9.7% |
| All | +4.9% | +444.5% | -439.6% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling