+55.6%
REPL vs FGI
+2.3%
+53.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +15.1% | -11.6% | +26.7% | +15.8% |
| 30D | +51.1% | -3.3% | +54.4% | +51.3% |
| 3M | +69.2% | +65.6% | +3.7% | +59.0% |
| 6M | +597.6% | -2.8% | +600.3% | +573.5% |
| YTD | +106.0% | +30.1% | +75.8% | +77.6% |
| 1Y | +133.3% | +50.2% | +83.2% | +90.4% |
| All | +55.6% | +2.3% | +53.2% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling