+6.2%
REPL vs FGI
-66.3%
+72.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +0.6% |
| 7D | +9.8% | +13.5% | -3.7% | +8.9% |
| 30D | +81.5% | +17.1% | +64.4% | +79.7% |
| 3M | +44.2% | +78.0% | -33.8% | +33.8% |
| 6M | +437.4% | +46.4% | +391.0% | +402.8% |
| YTD | +126.1% | +47.7% | +78.4% | +92.0% |
| 1Y | +143.1% | +56.8% | +86.3% | +98.1% |
| 3Y | +97.8% | +12.3% | +85.6% | +54.7% |
| All | +6.2% | -66.3% | +72.5% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling