-27.3%
REPL vs FGI
-70.4%
+43.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -2.1% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | +27.1% | +65.4% | -38.3% | +18.8% |
| 3M | +52.4% | +23.5% | +28.9% | +44.7% |
| 6M | +107.4% | +60.5% | +46.9% | +74.3% |
| YTD | +54.7% | +30.0% | +24.7% | +32.8% |
| 1Y | +158.9% | +82.1% | +76.8% | +103.9% |
| 3Y | -23.7% | -4.4% | -19.3% | -39.6% |
| All | -27.3% | -70.4% | +43.0% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling