-3.3%
REPL vs FGI
-70.3%
+67.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +15.1% | -11.6% | +26.7% | +15.9% |
| 30D | +51.1% | -3.3% | +54.4% | +51.3% |
| 3M | +69.2% | +65.6% | +3.7% | +57.7% |
| 6M | +597.6% | -2.8% | +600.3% | +569.5% |
| YTD | +106.0% | +30.1% | +75.8% | +76.2% |
| 1Y | +133.3% | +50.2% | +83.2% | +89.3% |
| 3Y | +41.0% | -0.4% | +41.4% | +11.0% |
| All | -3.3% | -70.3% | +67.0% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling