+19.9%
GIS vs REPL
-6.0%
+25.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.8% | -2.5% |
| 7D | -7.8% | -3.0% | -4.9% | -7.8% |
| 30D | +6.6% | +27.1% | -20.6% | +6.4% |
| 3M | +21.0% | +52.4% | -31.4% | +20.5% |
| 6M | -9.1% | +107.4% | -116.5% | -10.6% |
| YTD | -13.6% | +54.7% | -68.3% | -14.9% |
| 1Y | -18.0% | +158.9% | -176.9% | -20.0% |
| 3Y | -33.7% | -23.7% | -9.9% | -35.7% |
| 5Y | -19.4% | -54.3% | +34.9% | -21.6% |
| All | +19.9% | -6.0% | +25.9% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling