+130.7%
REPL vs FGI
+38.7%
+92.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | 0.0% |
| 7D | +28.8% | +3.3% | +25.5% | +29.0% |
| 30D | +57.3% | -2.0% | +59.4% | +57.2% |
| 3M | +73.6% | +60.3% | +13.3% | +82.6% |
| 6M | +582.8% | +0.7% | +582.1% | +582.8% |
| YTD | +112.9% | +30.2% | +82.7% | +122.3% |
| 1Y | +130.7% | +44.4% | +86.3% | +135.4% |
| All | +130.7% | +38.7% | +92.0% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling