+1,169.9%
BG vs RJF
+2,647.8%
-1,478.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +3.1% | -2.7% | +5.8% | +4.0% |
| 30D | +10.2% | -4.3% | +14.5% | +11.5% |
| 3M | -1.7% | +15.7% | -17.4% | -6.4% |
| 6M | +1.0% | +17.8% | -16.8% | -4.7% |
| YTD | +39.9% | +9.2% | +30.7% | +34.8% |
| 1Y | +53.2% | +2.8% | +50.4% | +50.0% |
| 3Y | +16.3% | +69.5% | -53.2% | -4.5% |
| 5Y | +83.9% | +105.9% | -22.1% | +40.2% |
| 10Y | +165.1% | +424.9% | -259.7% | +46.7% |
| All | +1,169.9% | +2,647.8% | -1,478.0% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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