+12.5%
REPL vs FGI
-70.0%
+82.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +12.7% | -4.1% | +16.8% | +13.0% |
| 30D | +73.5% | -3.4% | +76.8% | +73.7% |
| 3M | +70.3% | +61.8% | +8.5% | +58.9% |
| 6M | +472.0% | +17.0% | +455.0% | +442.7% |
| YTD | +139.5% | +31.4% | +108.1% | +104.8% |
| 1Y | +167.3% | +42.7% | +124.6% | +118.6% |
| 3Y | +109.5% | -0.1% | +109.7% | +65.1% |
| All | +12.5% | -70.0% | +82.5% | -5.8% |
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